+81.0%
BSX vs LOW
+233.5%
-152.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -3.7% | -6.4% | -8.9% |
| 30D | -16.4% | -8.9% | -7.5% | -13.8% |
| 3M | -8.9% | -10.4% | +1.5% | -5.7% |
| 6M | -38.3% | -19.4% | -18.9% | -34.2% |
| YTD | -54.9% | -17.1% | -37.8% | -52.6% |
| 1Y | -58.8% | -26.3% | -32.5% | -55.0% |
| 3Y | -21.2% | -9.9% | -11.3% | -21.3% |
| 5Y | -3.3% | +6.1% | -9.4% | -11.4% |
| All | +81.0% | +233.5% | -152.5% | +10.5% |
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