+87.5%
U vs LOW
+25.3%
+62.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.6% | +1.4% | +1.1% | +1.8% |
| 30D | +27.6% | +21.7% | +5.9% | +14.5% |
| 3M | +15.3% | +5.0% | +10.3% | +12.1% |
| 6M | +96.4% | +4.6% | +91.8% | +90.3% |
| YTD | +19.6% | -3.5% | +23.1% | +18.1% |
| 1Y | +42.1% | +0.5% | +41.6% | +34.6% |
| 3Y | +87.5% | +24.8% | +62.7% | +23.9% |
| All | +87.5% | +25.3% | +62.2% | +23.9% |
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