-2.6%
AGG vs LOW
+5.4%
-8.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.1% | -3.7% | +2.7% | -0.8% |
| 30D | -1.1% | -8.9% | +7.7% | -0.4% |
| 3M | -1.9% | -10.4% | +8.5% | -1.1% |
| 6M | -1.7% | -19.4% | +17.7% | -0.1% |
| YTD | -1.3% | -17.1% | +15.8% | 0.0% |
| 1Y | -0.7% | -26.3% | +25.5% | +1.5% |
| 3Y | +12.5% | -9.9% | +22.4% | +12.5% |
| All | -2.6% | +5.4% | -8.0% | -4.4% |
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