+294.7%
C vs LOW
+225.8%
+68.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | +2.6% | -0.6% | +3.2% | +2.9% |
| 30D | +1.9% | -9.3% | +11.2% | +6.9% |
| 3M | +2.8% | -8.1% | +10.9% | +6.5% |
| 6M | +30.6% | -19.8% | +50.3% | +44.7% |
| YTD | +19.9% | -16.4% | +36.2% | +29.1% |
| 1Y | +44.6% | -24.7% | +69.2% | +64.2% |
| 3Y | +272.1% | -8.8% | +281.0% | +274.2% |
| 5Y | +132.0% | +7.8% | +124.2% | +105.4% |
| 10Y | +294.7% | +233.8% | +60.8% | +79.7% |
| All | +294.7% | +225.8% | +68.9% | +79.7% |
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 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