+7.7%
V vs LOW
-25.6%
+33.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +1.9% | -9.3% | +11.1% | +3.4% |
| 3M | +13.2% | -8.1% | +21.3% | +14.6% |
| 6M | +16.7% | -19.8% | +36.5% | +19.2% |
| YTD | +5.4% | -16.4% | +21.8% | +5.6% |
| 1Y | +7.7% | -24.7% | +32.3% | +6.8% |
| All | +7.7% | -25.6% | +33.2% | +6.8% |
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