+25.5%
BA vs LOW
+299.5%
-274.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.4% | +1.0% | -2.4% | -2.0% |
| 30D | -7.9% | +25.6% | -33.5% | -19.3% |
| 3M | -25.2% | +5.3% | -30.5% | -27.8% |
| 6M | -26.7% | +3.7% | -30.5% | -29.0% |
| YTD | -19.6% | -1.9% | -17.8% | -20.1% |
| 1Y | -10.6% | +0.6% | -11.2% | -12.8% |
| 3Y | -11.2% | +26.4% | -37.7% | -26.9% |
| 5Y | -20.4% | +10.1% | -30.6% | -30.9% |
| All | +25.5% | +299.5% | -274.0% | -48.4% |
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 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