+518.1%
BE vs LOW
+9.2%
+508.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.1% | +13.0% |
| 7D | +4.5% | +1.0% | +3.6% | +4.1% |
| 30D | -20.1% | +25.6% | -45.7% | -31.7% |
| 3M | -0.8% | +5.3% | -6.2% | -5.2% |
| 6M | -26.2% | +3.7% | -30.0% | -30.0% |
| YTD | +141.1% | -1.9% | +142.9% | +132.5% |
| 1Y | +64.8% | +0.6% | +64.3% | +54.1% |
| 3Y | +1,887.4% | +26.4% | +1,861.0% | +1,279.4% |
| 5Y | +518.1% | +10.1% | +508.0% | +349.7% |
| All | +518.1% | +9.2% | +508.9% | +349.7% |
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 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