+207.0%
C vs LOW
+292.8%
-85.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.2% | +1.4% | +2.8% | +3.4% |
| 30D | +2.0% | +21.7% | -19.7% | -8.0% |
| 3M | -10.1% | +5.0% | -15.1% | -12.9% |
| 6M | +1.0% | +4.6% | -3.6% | -2.8% |
| YTD | +8.5% | -3.5% | +12.0% | +7.9% |
| 1Y | +25.7% | +0.5% | +25.2% | +22.1% |
| 3Y | +216.0% | +24.8% | +191.2% | +167.7% |
| 5Y | +112.3% | +6.5% | +105.9% | +90.7% |
| All | +207.0% | +292.8% | -85.8% | +31.3% |
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