+391.9%
BAC vs LOW
+233.1%
+158.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -0.3% | -2.6% | +2.4% | +1.0% |
| 30D | -1.8% | -11.1% | +9.4% | +3.7% |
| 3M | +15.3% | -8.5% | +23.8% | +19.4% |
| 6M | +30.2% | -20.8% | +51.0% | +43.8% |
| YTD | +15.6% | -17.2% | +32.8% | +24.2% |
| 1Y | +27.5% | -24.7% | +52.2% | +43.0% |
| 3Y | +137.0% | -9.7% | +146.8% | +139.1% |
| 5Y | +75.6% | +6.0% | +69.6% | +59.8% |
| All | +391.9% | +233.1% | +158.8% | +138.7% |
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