+9,741.5%
TER vs LOW
+40,369.0%
-30,627.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.4% | +9.4% | +11.2% |
| 7D | -5.8% | +6.4% | -12.1% | -8.6% |
| 30D | -38.9% | +25.6% | -64.5% | -45.4% |
| 3M | -35.1% | +4.6% | -39.7% | -37.4% |
| 6M | -31.6% | +2.5% | -34.1% | -34.3% |
| YTD | +27.2% | -1.6% | +28.9% | +25.0% |
| 1Y | +35.2% | +1.7% | +33.5% | +30.6% |
| 3Y | +192.8% | +29.4% | +163.4% | +152.9% |
| 5Y | +72.4% | +9.6% | +62.8% | +60.5% |
| 10Y | +1,001.8% | +313.3% | +688.5% | +456.6% |
| All | +9,741.5% | +40,369.0% | -30,627.4% | +1,186.1% |
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