+128.5%
EEM vs LOW
+233.5%
-105.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -3.7% | +2.5% | 0.0% |
| 30D | +2.1% | -8.9% | +10.9% | +5.1% |
| 3M | +1.0% | -10.4% | +11.4% | +4.2% |
| 6M | +15.9% | -19.4% | +35.3% | +23.5% |
| YTD | +24.6% | -17.1% | +41.8% | +31.2% |
| 1Y | +32.3% | -26.3% | +58.5% | +44.4% |
| 3Y | +85.9% | -9.9% | +95.8% | +86.9% |
| 5Y | +45.4% | +6.1% | +39.2% | +34.7% |
| All | +128.5% | +233.5% | -105.0% | +43.8% |
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