+153.8%
B vs LOW
+8.3%
+145.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +1.4% | -10.1% | +11.4% | +3.7% |
| 3M | +12.2% | -2.9% | +15.0% | +12.9% |
| 6M | -2.1% | -19.4% | +17.3% | +2.4% |
| YTD | +2.9% | -15.4% | +18.4% | +6.4% |
| 1Y | +55.3% | -24.9% | +80.2% | +64.5% |
| 3Y | +198.7% | -7.8% | +206.5% | +197.9% |
| 5Y | +153.8% | +8.4% | +145.4% | +152.2% |
| All | +153.8% | +8.3% | +145.5% | +152.2% |
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