+606.1%
COST vs LOW
+233.5%
+372.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -3.7% | +2.5% | -0.1% |
| 30D | -4.7% | -8.9% | +4.1% | -2.0% |
| 3M | -7.1% | -10.4% | +3.3% | -4.2% |
| 6M | -8.5% | -19.4% | +10.9% | -3.0% |
| YTD | +5.4% | -17.1% | +22.5% | +10.5% |
| 1Y | -5.6% | -26.3% | +20.6% | +2.5% |
| 3Y | +68.5% | -9.9% | +78.4% | +69.2% |
| 5Y | +105.2% | +6.1% | +99.1% | +94.3% |
| All | +606.1% | +233.5% | +372.6% | +394.7% |
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