+10,532.8%
TER vs LOW
+40,281.8%
-29,749.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.4% |
| 7D | +5.9% | +1.0% | +4.9% | +5.6% |
| 30D | -30.8% | +25.6% | -56.4% | -38.1% |
| 3M | -29.9% | +5.3% | -35.3% | -32.6% |
| 6M | -27.5% | +3.7% | -31.2% | -30.7% |
| YTD | +37.5% | -1.9% | +39.3% | +35.2% |
| 1Y | +50.3% | +0.6% | +49.7% | +45.9% |
| 3Y | +204.9% | +26.4% | +178.5% | +166.0% |
| 5Y | +89.2% | +10.1% | +79.0% | +75.7% |
| 10Y | +1,077.0% | +301.3% | +775.7% | +502.1% |
| All | +10,532.8% | +40,281.8% | -29,749.0% | +1,290.8% |
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