+21.2%
DIS vs LOW
+224.9%
-203.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +0.1% | -10.1% | +10.2% | +4.6% |
| 3M | +7.1% | -2.9% | +9.9% | +8.1% |
| 6M | +4.3% | -19.4% | +23.7% | +13.3% |
| YTD | -6.9% | -15.4% | +8.5% | -1.1% |
| 1Y | -10.3% | -24.9% | +14.6% | -0.1% |
| 3Y | +32.8% | -7.8% | +40.6% | +34.1% |
| 5Y | -41.5% | +8.4% | -49.9% | -45.4% |
| 10Y | +21.2% | +226.8% | -205.6% | -25.0% |
| All | +21.2% | +224.9% | -203.7% | -25.0% |
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