+45.8%
ADP vs LOW
+8.3%
+37.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.9% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -1.2% | -10.1% | +8.9% | +2.1% |
| 3M | +17.9% | -2.9% | +20.7% | +18.7% |
| 6M | +20.3% | -19.4% | +39.7% | +28.1% |
| YTD | +5.8% | -15.4% | +21.3% | +10.0% |
| 1Y | -7.7% | -24.9% | +17.2% | +0.2% |
| 3Y | +14.7% | -7.8% | +22.5% | +12.8% |
| 5Y | +45.8% | +8.4% | +37.4% | +36.5% |
| All | +45.8% | +8.3% | +37.5% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling