+78.4%
V vs LOW
+28.2%
+50.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.9% |
| 7D | -0.8% | +6.4% | -7.2% | -2.3% |
| 30D | +9.5% | +25.6% | -16.1% | +3.9% |
| 3M | +16.7% | +4.6% | +12.1% | +15.2% |
| 6M | +32.9% | +2.5% | +30.4% | +31.6% |
| YTD | +21.1% | -1.6% | +22.7% | +19.9% |
| 1Y | +26.6% | +1.7% | +24.9% | +24.1% |
| 3Y | +78.4% | +29.4% | +48.9% | +70.6% |
| All | +78.4% | +28.2% | +50.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling