+337.5%
COP vs LOW
+233.1%
+104.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +1.0% | -2.6% | +3.6% | +1.9% |
| 30D | +9.6% | -11.1% | +20.7% | +14.2% |
| 3M | +15.0% | -8.5% | +23.5% | +17.8% |
| 6M | +21.8% | -20.8% | +42.6% | +30.5% |
| YTD | +49.6% | -17.2% | +66.8% | +56.9% |
| 1Y | +49.9% | -24.7% | +74.6% | +63.1% |
| 3Y | +22.6% | -9.7% | +32.4% | +20.7% |
| 5Y | +193.6% | +6.0% | +187.6% | +156.9% |
| All | +337.5% | +233.1% | +104.4% | +115.2% |
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