+2,029.3%
CLS vs LOW
+292.3%
+1,737.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.3% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | +21.3% | -50.2% | -35.5% |
| 3M | -25.2% | +6.0% | -31.2% | -28.0% |
| 6M | -32.1% | +2.6% | -34.7% | -34.5% |
| YTD | -14.1% | -3.6% | -10.5% | -15.1% |
| 1Y | -24.1% | -1.0% | -23.1% | -26.3% |
| 3Y | +897.0% | +24.2% | +872.8% | +747.0% |
| 5Y | +2,089.9% | +6.3% | +2,083.6% | +1,879.4% |
| All | +2,029.3% | +292.3% | +1,737.0% | +1,039.1% |
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