+81.9%
UBER vs LOW
+5.8%
+76.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | -4.5% | -2.6% | -1.8% | -3.1% |
| 30D | -7.6% | -11.1% | +3.5% | -1.6% |
| 3M | +5.8% | -8.5% | +14.3% | +10.7% |
| 6M | +0.3% | -20.8% | +21.1% | +12.7% |
| YTD | -11.2% | -17.2% | +6.0% | -3.5% |
| 1Y | -23.0% | -24.7% | +1.8% | -12.0% |
| 3Y | +53.6% | -9.7% | +63.3% | +53.0% |
| 5Y | +81.9% | +6.0% | +75.9% | +58.9% |
| All | +81.9% | +5.8% | +76.1% | +58.9% |
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 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