+52.5%
V vs LOW
-8.4%
+60.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +1.9% | -10.1% | +12.0% | +4.4% |
| 3M | +15.5% | -2.9% | +18.4% | +16.2% |
| 6M | +16.6% | -19.4% | +36.0% | +22.0% |
| YTD | +5.7% | -15.4% | +21.2% | +8.6% |
| 1Y | +8.6% | -24.9% | +33.5% | +15.1% |
| 3Y | +52.5% | -7.8% | +60.3% | +46.5% |
| All | +52.5% | -8.4% | +60.9% | +46.5% |
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