+316.1%
ADP vs LOW
+309.5%
+6.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | +8.7% | -5.5% | -0.3% |
| 30D | +12.8% | +25.5% | -12.7% | +2.9% |
| 3M | +12.3% | +6.6% | +5.7% | +9.2% |
| 6M | +45.4% | +2.4% | +43.0% | +43.0% |
| YTD | +21.4% | -1.7% | +23.1% | +19.9% |
| 1Y | +23.7% | +1.7% | +22.0% | +20.3% |
| 3Y | +43.6% | +26.6% | +17.1% | +24.0% |
| 5Y | +48.7% | +10.1% | +38.6% | +33.8% |
| 10Y | +316.1% | +303.3% | +12.8% | +110.3% |
| All | +316.1% | +309.5% | +6.5% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling