+668.0%
BE vs LOW
+166.4%
+501.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +1.4% | +9.4% | +9.9% |
| 30D | -19.8% | +21.7% | -41.5% | -32.4% |
| 3M | -18.7% | +5.0% | -23.7% | -23.3% |
| 6M | -33.7% | +4.6% | -38.3% | -39.0% |
| YTD | +121.0% | -3.5% | +124.5% | +112.3% |
| 1Y | +85.4% | +0.5% | +84.9% | +69.5% |
| 3Y | +1,709.5% | +24.8% | +1,684.7% | +1,194.7% |
| 5Y | +462.2% | +6.5% | +455.7% | +369.9% |
| All | +668.0% | +166.4% | +501.5% | +109.0% |
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