+8,200.6%
USB vs LOW
+39,894.7%
-31,694.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | -0.7% |
| 7D | +2.4% | +15.6% | -13.2% | -2.8% |
| 30D | +6.6% | +28.6% | -22.0% | -2.5% |
| 3M | -4.1% | +5.8% | -9.9% | -6.3% |
| 6M | +12.5% | +3.8% | +8.7% | +10.3% |
| YTD | +17.6% | -2.8% | +20.4% | +17.5% |
| 1Y | +36.5% | -1.4% | +37.9% | +35.6% |
| 3Y | +95.4% | +25.0% | +70.4% | +78.5% |
| 5Y | +26.1% | +6.6% | +19.6% | +20.4% |
| 10Y | +101.3% | +318.3% | -217.0% | +16.8% |
| All | +8,200.6% | +39,894.7% | -31,694.1% | +1,913.4% |
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