+192.8%
TER vs LOW
+28.2%
+164.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.4% | +9.4% | +11.5% |
| 7D | -5.8% | +6.4% | -12.1% | -7.9% |
| 30D | -38.9% | +25.6% | -64.5% | -44.7% |
| 3M | -35.1% | +4.6% | -39.7% | -36.0% |
| 6M | -31.6% | +2.5% | -34.1% | -32.3% |
| YTD | +27.2% | -1.6% | +28.9% | +29.2% |
| 1Y | +35.2% | +1.7% | +33.5% | +34.1% |
| 3Y | +192.8% | +29.4% | +163.4% | +134.3% |
| All | +192.8% | +28.2% | +164.6% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling