+82.2%
UBER vs LOW
+121.5%
-39.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -1.0% |
| 7D | -3.9% | -1.7% | -2.2% | -2.9% |
| 30D | +11.1% | -7.0% | +18.2% | +16.1% |
| 3M | +4.9% | -0.9% | +5.8% | +5.1% |
| 6M | -1.2% | -20.1% | +18.9% | +12.1% |
| YTD | -7.3% | -13.9% | +6.6% | -0.4% |
| 1Y | -17.6% | -21.1% | +3.5% | -7.1% |
| 3Y | +61.1% | -6.6% | +67.7% | +59.0% |
| 5Y | +87.9% | +9.4% | +78.5% | +63.1% |
| All | +82.2% | +121.5% | -39.2% | -18.1% |
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