+279.0%
ADP vs LOW
+225.8%
+53.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -5.7% | -0.6% | -5.0% | -5.4% |
| 30D | -3.1% | -9.3% | +6.2% | +0.7% |
| 3M | +15.6% | -8.1% | +23.7% | +19.2% |
| 6M | +20.8% | -19.8% | +40.6% | +30.5% |
| YTD | +4.7% | -16.4% | +21.1% | +10.6% |
| 1Y | -8.3% | -24.7% | +16.4% | +1.0% |
| 3Y | +13.6% | -8.8% | +22.4% | +12.7% |
| 5Y | +45.0% | +7.8% | +37.3% | +31.0% |
| 10Y | +279.0% | +233.8% | +45.1% | +102.9% |
| All | +279.0% | +225.8% | +53.2% | +102.9% |
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