+614.2%
TEAM vs LOW
+263.9%
+350.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -26.7% | +21.7% | -48.4% | -33.2% |
| 3M | -9.6% | +5.0% | -14.7% | -12.2% |
| 6M | +86.0% | +4.6% | +81.4% | +80.6% |
| YTD | -7.5% | -3.5% | -4.0% | -8.5% |
| 1Y | -1.4% | +0.5% | -1.9% | -4.5% |
| 3Y | -14.3% | +24.8% | -39.1% | -25.9% |
| 5Y | -66.3% | +6.5% | -72.8% | -68.7% |
| 10Y | +445.6% | +294.6% | +151.1% | +224.9% |
| All | +614.2% | +263.9% | +350.4% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling