+45.6%
UNP vs LOW
-8.4%
+54.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.1% | -10.1% | +9.0% | +3.0% |
| 3M | +7.9% | -2.9% | +10.7% | +8.5% |
| 6M | +14.6% | -19.4% | +34.0% | +24.5% |
| YTD | +26.6% | -15.4% | +42.0% | +34.3% |
| 1Y | +35.6% | -24.9% | +60.5% | +51.6% |
| All | +45.6% | -8.4% | +54.0% | +41.2% |
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 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