+13.5%
U vs LOW
-8.4%
+21.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.7% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | -0.6% | -10.1% | +9.5% | +5.7% |
| 3M | +48.4% | -2.9% | +51.3% | +50.0% |
| 6M | +115.4% | -19.4% | +134.8% | +142.6% |
| YTD | -3.2% | -15.4% | +12.2% | +3.2% |
| 1Y | -6.0% | -24.9% | +18.9% | +10.7% |
| 3Y | +13.5% | -7.8% | +21.3% | -6.4% |
| All | +13.5% | -8.4% | +21.8% | -6.4% |
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 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