+126.8%
COP vs LOW
+9.2%
+117.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +0.2% | +25.6% | -25.4% | -2.3% |
| 3M | +10.2% | +5.3% | +4.9% | +9.6% |
| 6M | +20.1% | +3.7% | +16.4% | +19.5% |
| YTD | +50.5% | -1.9% | +52.4% | +50.4% |
| 1Y | +56.8% | +0.6% | +56.2% | +55.8% |
| 3Y | +30.3% | +26.4% | +3.8% | +22.8% |
| 5Y | +126.8% | +10.1% | +116.7% | +109.4% |
| All | +126.8% | +9.2% | +117.6% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling