+72.6%
XYZ vs LOW
+22.6%
+50.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +12.1% | +7.4% | +4.7% | +7.4% |
| 30D | +12.4% | +24.5% | -12.1% | -2.2% |
| 3M | +8.2% | +3.5% | +4.7% | +5.9% |
| 6M | +20.7% | -2.6% | +23.3% | +22.6% |
| YTD | +31.3% | -4.8% | +36.2% | +33.2% |
| 1Y | +20.5% | -0.8% | +21.3% | +18.1% |
| 3Y | +72.6% | +22.8% | +49.8% | +34.4% |
| All | +72.6% | +22.6% | +50.0% | +34.4% |
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 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