+934.0%
BE vs LOW
+128.5%
+805.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.2% |
| 7D | +9.7% | -2.6% | +12.4% | +12.1% |
| 30D | +22.4% | -11.1% | +33.5% | +33.9% |
| 3M | +10.4% | -8.5% | +18.9% | +15.1% |
| 6M | +67.9% | -20.8% | +88.7% | +95.0% |
| YTD | +197.5% | -17.2% | +214.7% | +228.7% |
| 1Y | +310.6% | -24.7% | +335.3% | +385.6% |
| 3Y | +1,657.2% | -9.7% | +1,667.0% | +1,605.9% |
| 5Y | +1,218.2% | +6.0% | +1,212.2% | +1,007.7% |
| All | +934.0% | +128.5% | +805.4% | +223.6% |
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