+329.9%
COP vs LOW
+292.3%
+37.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -0.6% | +21.3% | -21.9% | -7.8% |
| 3M | +10.8% | +6.0% | +4.8% | +7.6% |
| 6M | +19.6% | +2.6% | +17.0% | +16.6% |
| YTD | +52.9% | -3.6% | +56.5% | +50.8% |
| 1Y | +62.2% | -1.0% | +63.2% | +57.8% |
| 3Y | +32.4% | +24.2% | +8.2% | +13.9% |
| 5Y | +129.7% | +6.3% | +123.4% | +104.7% |
| All | +329.9% | +292.3% | +37.6% | +98.6% |
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