+227.0%
UPS vs LOW
+2,094.0%
-1,867.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.6% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | -3.5% | -7.0% | +3.5% | -1.2% |
| 3M | -5.7% | -0.9% | -4.8% | -5.8% |
| 6M | -4.4% | -20.1% | +15.7% | +2.5% |
| YTD | +8.0% | -13.9% | +21.9% | +12.9% |
| 1Y | +29.0% | -21.1% | +50.2% | +38.5% |
| 3Y | -27.7% | -6.6% | -21.1% | -26.9% |
| 5Y | -34.3% | +9.4% | -43.7% | -37.4% |
| 10Y | +37.8% | +220.5% | -182.7% | -9.4% |
| All | +227.0% | +2,094.0% | -1,867.0% | +17.4% |
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