+712.5%
CAT vs LOW
+328.1%
+384.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.4% | +3.8% | +5.8% |
| 7D | -2.4% | +6.4% | -8.8% | -5.1% |
| 30D | -25.0% | +25.6% | -50.6% | -32.4% |
| 3M | -28.7% | +4.6% | -33.3% | -30.7% |
| 6M | -33.0% | +2.5% | -35.5% | -34.8% |
| YTD | +5.4% | -1.6% | +7.1% | +4.4% |
| 1Y | +7.3% | +1.7% | +5.5% | +4.4% |
| 3Y | +166.0% | +29.4% | +136.6% | +130.4% |
| 5Y | +210.1% | +9.6% | +200.5% | +182.2% |
| 10Y | +712.5% | +313.3% | +399.2% | +291.8% |
| All | +712.5% | +328.1% | +384.4% | +291.8% |
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