+31.8%
USB vs LOW
-1.5%
+33.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | 0.0% | +7.4% | -7.4% | -2.1% |
| 30D | +5.8% | +24.5% | -18.6% | -0.8% |
| 3M | -6.0% | +3.5% | -9.4% | -7.2% |
| 6M | +7.8% | -2.6% | +10.3% | +8.2% |
| YTD | +14.6% | -4.8% | +19.4% | +13.7% |
| 1Y | +31.8% | -0.8% | +32.6% | +27.9% |
| All | +31.8% | -1.5% | +33.3% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling