+208.8%
C vs LOW
+309.5%
-100.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.4% | +8.7% | -9.0% | -4.6% |
| 30D | -5.2% | +25.5% | -30.6% | -15.8% |
| 3M | -9.1% | +6.6% | -15.7% | -12.6% |
| 6M | -1.6% | +2.4% | -4.0% | -4.2% |
| YTD | +6.9% | -1.7% | +8.7% | +5.5% |
| 1Y | +23.0% | +1.7% | +21.3% | +18.8% |
| 3Y | +216.1% | +26.6% | +189.6% | +166.0% |
| 5Y | +112.2% | +10.1% | +102.1% | +87.1% |
| 10Y | +208.8% | +303.3% | -94.5% | +30.7% |
| All | +208.8% | +309.5% | -100.8% | +30.7% |
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