+72.9%
BAC vs LOW
+8.3%
+64.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -0.7% | -10.1% | +9.4% | +3.5% |
| 3M | +16.9% | -2.9% | +19.8% | +17.6% |
| 6M | +29.6% | -19.4% | +49.0% | +40.7% |
| YTD | +15.3% | -15.4% | +30.7% | +21.7% |
| 1Y | +28.8% | -24.9% | +53.8% | +43.3% |
| 3Y | +136.4% | -7.8% | +144.2% | +133.7% |
| 5Y | +72.9% | +8.4% | +64.5% | +50.5% |
| All | +72.9% | +8.3% | +64.7% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling