+1,126.0%
CAT vs LOW
+224.9%
+901.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | -2.3% | -10.1% | +7.8% | +2.1% |
| 3M | -10.0% | -2.9% | -7.2% | -9.7% |
| 6M | +21.2% | -19.4% | +40.7% | +32.2% |
| YTD | +44.4% | -15.4% | +59.9% | +53.9% |
| 1Y | +96.3% | -24.9% | +121.2% | +119.7% |
| 3Y | +203.9% | -7.8% | +211.7% | +207.0% |
| 5Y | +333.5% | +8.4% | +325.1% | +298.3% |
| 10Y | +1,126.0% | +226.8% | +899.3% | +547.5% |
| All | +1,126.0% | +224.9% | +901.2% | +547.5% |
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