+8,026.5%
USB vs LOW
+39,521.6%
-31,495.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -1.5% | +9.6% | -11.1% | -4.7% |
| 30D | +4.3% | +24.5% | -20.2% | -3.5% |
| 3M | -6.1% | +4.0% | -10.0% | -7.7% |
| 6M | +9.4% | +2.2% | +7.2% | +7.9% |
| YTD | +15.2% | -3.7% | +18.9% | +15.4% |
| 1Y | +32.8% | -0.9% | +33.7% | +31.6% |
| 3Y | +91.3% | +23.8% | +67.5% | +75.3% |
| 5Y | +22.7% | +6.6% | +16.1% | +17.1% |
| 10Y | +97.0% | +314.4% | -217.3% | +14.7% |
| All | +8,026.5% | +39,521.6% | -31,495.1% | +1,877.7% |
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