+14,183.4%
TER vs LOW
+35,323.5%
-21,140.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.9% |
| 7D | +0.6% | -1.7% | +2.3% | +1.5% |
| 30D | -8.3% | -7.0% | -1.2% | -5.4% |
| 3M | -12.2% | -0.9% | -11.3% | -13.1% |
| 6M | +17.1% | -20.1% | +37.1% | +28.3% |
| YTD | +84.7% | -13.9% | +98.6% | +95.3% |
| 1Y | +199.9% | -21.1% | +221.1% | +227.8% |
| 3Y | +232.8% | -6.6% | +239.4% | +236.8% |
| 5Y | +198.6% | +9.4% | +189.2% | +182.7% |
| 10Y | +1,669.7% | +220.5% | +1,449.2% | +911.5% |
| All | +14,183.4% | +35,323.5% | -21,140.1% | +1,908.6% |
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