+120.2%
BKR vs LOW
+233.5%
-113.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.0% | -3.7% | -3.3% | -5.5% |
| 30D | -8.1% | -8.9% | +0.7% | -4.7% |
| 3M | -6.6% | -10.4% | +3.8% | -3.1% |
| 6M | +0.9% | -19.4% | +20.3% | +8.7% |
| YTD | +31.1% | -17.1% | +48.2% | +39.1% |
| 1Y | +27.7% | -26.3% | +54.0% | +42.2% |
| 3Y | +71.2% | -9.9% | +81.1% | +71.1% |
| 5Y | +177.6% | +6.1% | +171.5% | +146.8% |
| All | +120.2% | +233.5% | -113.3% | +17.5% |
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 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