+3,306.4%
V vs LOW
+1,357.9%
+1,948.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.5% |
| 7D | -0.8% | +6.4% | -7.2% | -3.4% |
| 30D | +9.5% | +25.6% | -16.1% | -0.7% |
| 3M | +16.7% | +4.6% | +12.1% | +14.1% |
| 6M | +32.9% | +2.5% | +30.4% | +30.5% |
| YTD | +21.1% | -1.6% | +22.7% | +19.8% |
| 1Y | +26.6% | +1.7% | +24.9% | +23.2% |
| 3Y | +78.4% | +29.4% | +48.9% | +52.6% |
| 5Y | +105.5% | +9.6% | +95.9% | +85.3% |
| 10Y | +444.2% | +313.3% | +130.9% | +148.5% |
| All | +3,306.4% | +1,357.9% | +1,948.5% | +648.4% |
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