-32.7%
UPS vs LOW
+6.6%
-39.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.1% |
| 30D | +17.4% | +21.7% | -4.3% | +6.7% |
| 3M | +8.2% | +5.0% | +3.2% | +5.4% |
| 6M | +17.9% | +4.6% | +13.3% | +14.5% |
| YTD | +18.7% | -3.5% | +22.2% | +19.5% |
| 1Y | +24.8% | +0.5% | +24.3% | +22.9% |
| 3Y | -4.5% | +24.8% | -29.3% | -16.8% |
| All | -32.7% | +6.6% | -39.2% | -38.5% |
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