+695.3%
CAT vs LOW
+292.3%
+403.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | -21.5% | +21.3% | -42.8% | -28.2% |
| 3M | -29.1% | +6.0% | -35.1% | -31.5% |
| 6M | -33.4% | +2.6% | -35.9% | -35.2% |
| YTD | +6.6% | -3.6% | +10.2% | +6.4% |
| 1Y | +6.5% | -1.0% | +7.5% | +4.9% |
| 3Y | +162.7% | +24.2% | +138.5% | +131.5% |
| 5Y | +214.2% | +6.3% | +207.9% | +189.6% |
| All | +695.3% | +292.3% | +403.0% | +292.9% |
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