+533.2%
XYZ vs LOW
+239.7%
+293.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.8% |
| 7D | -1.0% | -1.7% | +0.8% | +0.5% |
| 30D | -1.7% | -7.0% | +5.3% | +4.2% |
| 3M | +16.7% | -0.9% | +17.6% | +16.6% |
| 6M | +26.9% | -20.1% | +46.9% | +50.5% |
| YTD | +27.1% | -13.9% | +41.1% | +40.2% |
| 1Y | +9.3% | -21.1% | +30.4% | +29.2% |
| 3Y | +42.3% | -6.6% | +48.9% | +43.7% |
| 5Y | -69.3% | +9.4% | -78.7% | -71.7% |
| 10Y | +586.8% | +220.5% | +366.3% | +213.5% |
| All | +533.2% | +239.7% | +293.5% | +164.6% |
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 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