+214.5%
BAC vs LOW
+292.3%
-77.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -6.4% | +21.3% | -27.7% | -14.6% |
| 3M | -21.7% | +6.0% | -27.7% | -24.1% |
| 6M | +0.5% | +2.6% | -2.1% | -1.8% |
| YTD | -6.7% | -3.6% | -3.1% | -7.0% |
| 1Y | -4.7% | -1.0% | -3.7% | -6.4% |
| 3Y | +96.1% | +24.2% | +71.9% | +69.2% |
| 5Y | +21.7% | +6.3% | +15.4% | +10.9% |
| All | +214.5% | +292.3% | -77.9% | +44.2% |
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 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