-39.0%
U vs LOW
+41.6%
-80.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.0% |
| 7D | -3.8% | -1.7% | -2.1% | -2.4% |
| 30D | +17.5% | -7.0% | +24.5% | +24.6% |
| 3M | +38.7% | -0.9% | +39.6% | +38.2% |
| 6M | +104.4% | -20.1% | +124.5% | +140.8% |
| YTD | -5.7% | -13.9% | +8.2% | +2.0% |
| 1Y | +3.7% | -21.1% | +24.8% | +21.0% |
| 3Y | +12.3% | -6.6% | +19.0% | +8.6% |
| 5Y | -68.8% | +9.4% | -78.2% | -73.4% |
| All | -39.0% | +41.6% | -80.6% | -58.2% |
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