+9,321.7%
UNP vs LOW
+35,323.5%
-26,001.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | -1.5% | -7.0% | +5.5% | +0.5% |
| 3M | +10.3% | -0.9% | +11.1% | +10.2% |
| 6M | +9.7% | -20.1% | +29.7% | +16.4% |
| YTD | +27.1% | -13.9% | +41.0% | +31.9% |
| 1Y | +32.6% | -21.1% | +53.7% | +40.9% |
| 3Y | +40.0% | -6.6% | +46.6% | +40.9% |
| 5Y | +50.8% | +9.4% | +41.5% | +43.5% |
| 10Y | +278.6% | +220.5% | +58.1% | +162.8% |
| All | +9,321.7% | +35,323.5% | -26,001.8% | +2,531.6% |
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