+318.8%
ADP vs LOW
+303.6%
+15.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | +1.0% | 0.0% | +0.5% |
| 30D | +11.9% | +25.6% | -13.7% | +2.1% |
| 3M | +13.7% | +5.3% | +8.4% | +11.1% |
| 6M | +46.8% | +3.7% | +43.0% | +43.6% |
| YTD | +21.8% | -1.9% | +23.6% | +20.4% |
| 1Y | +23.5% | +0.6% | +23.0% | +20.7% |
| 3Y | +44.1% | +26.4% | +17.6% | +24.4% |
| 5Y | +49.9% | +10.1% | +39.7% | +34.9% |
| 10Y | +318.8% | +301.3% | +17.5% | +111.7% |
| All | +318.8% | +303.6% | +15.1% | +111.7% |
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