+26.6%
BA vs LOW
+309.5%
-282.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +8.7% | -8.6% | -4.7% |
| 30D | -8.9% | +25.5% | -34.4% | -20.1% |
| 3M | -25.5% | +6.6% | -32.1% | -28.6% |
| 6M | -27.0% | +2.4% | -29.4% | -28.7% |
| YTD | -20.1% | -1.7% | -18.4% | -20.7% |
| 1Y | -11.0% | +1.7% | -12.7% | -13.7% |
| 3Y | -11.8% | +26.6% | -38.4% | -27.5% |
| 5Y | -20.6% | +10.1% | -30.8% | -31.1% |
| 10Y | +26.6% | +303.3% | -276.7% | -48.1% |
| All | +26.6% | +309.5% | -282.9% | -48.1% |
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