+72.3%
BA vs LOW
+224.9%
-152.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | -10.1% | -10.1% | 0.0% | -4.7% |
| 3M | -2.4% | -2.9% | +0.4% | -1.2% |
| 6M | -8.8% | -19.4% | +10.6% | +2.3% |
| YTD | -2.9% | -15.4% | +12.5% | +5.5% |
| 1Y | -8.8% | -24.9% | +16.2% | +5.6% |
| 3Y | -0.3% | -7.8% | +7.6% | -0.6% |
| 5Y | -0.3% | +8.4% | -8.7% | -13.3% |
| 10Y | +72.3% | +226.8% | -154.5% | -19.9% |
| All | +72.3% | +224.9% | -152.5% | -19.9% |
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