+8,438.8%
USB vs LOW
+35,323.5%
-26,884.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.7% |
| 7D | +1.4% | -1.7% | +3.2% | +2.0% |
| 30D | -1.3% | -7.0% | +5.7% | +1.1% |
| 3M | +15.2% | -0.9% | +16.1% | +15.2% |
| 6M | +18.8% | -20.1% | +38.9% | +27.7% |
| YTD | +21.0% | -13.9% | +34.9% | +26.4% |
| 1Y | +34.0% | -21.1% | +55.2% | +44.1% |
| 3Y | +95.3% | -6.6% | +102.0% | +97.8% |
| 5Y | +40.4% | +9.4% | +31.0% | +33.2% |
| 10Y | +107.3% | +220.5% | -113.2% | +31.7% |
| All | +8,438.8% | +35,323.5% | -26,884.7% | +2,065.7% |
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