+9,738.8%
UNP vs LOW
+39,607.0%
-29,868.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +1.4% | +2.8% | +3.8% |
| 30D | +5.6% | +21.7% | -16.1% | -0.3% |
| 3M | +2.0% | +5.0% | -3.0% | +0.4% |
| 6M | +15.4% | +4.6% | +10.8% | +13.3% |
| YTD | +32.7% | -3.5% | +36.2% | +33.0% |
| 1Y | +39.4% | +0.5% | +38.9% | +38.0% |
| 3Y | +54.3% | +24.8% | +29.5% | +42.8% |
| 5Y | +39.6% | +6.5% | +33.2% | +33.5% |
| 10Y | +288.9% | +294.6% | -5.7% | +154.8% |
| All | +9,738.8% | +39,607.0% | -29,868.3% | +2,554.2% |
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