+2,953.7%
CLS vs LOW
+233.1%
+2,720.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +5.0% | -2.6% | +7.6% | +6.2% |
| 30D | +4.8% | -11.1% | +15.9% | +10.3% |
| 3M | -10.4% | -8.5% | -1.9% | -7.6% |
| 6M | +20.8% | -20.8% | +41.7% | +32.7% |
| YTD | +10.0% | -17.2% | +27.2% | +17.7% |
| 1Y | +28.5% | -24.7% | +53.3% | +43.2% |
| 3Y | +1,292.2% | -9.7% | +1,302.0% | +1,293.7% |
| 5Y | +3,616.8% | +6.0% | +3,610.8% | +3,298.1% |
| All | +2,953.7% | +233.1% | +2,720.6% | +1,718.3% |
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