-68.3%
U vs LOW
+7.0%
-75.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | +4.4% | -0.6% | +5.0% | +4.9% |
| 30D | -1.3% | -9.3% | +8.0% | +7.9% |
| 3M | +49.6% | -8.1% | +57.6% | +60.2% |
| 6M | +100.2% | -19.8% | +119.9% | +139.5% |
| YTD | -3.7% | -16.4% | +12.7% | +7.6% |
| 1Y | -6.5% | -24.7% | +18.2% | +16.4% |
| 3Y | +12.9% | -8.8% | +21.7% | +7.4% |
| 5Y | -68.3% | +7.8% | -76.1% | -77.8% |
| All | -68.3% | +7.0% | -75.3% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling