+84.1%
EWZ vs LOW
+224.9%
-140.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | +9.3% | -10.1% | +19.3% | +13.9% |
| 3M | +15.7% | -2.9% | +18.5% | +16.2% |
| 6M | +7.4% | -19.4% | +26.8% | +16.5% |
| YTD | +22.7% | -15.4% | +38.1% | +29.9% |
| 1Y | +36.4% | -24.9% | +61.3% | +51.4% |
| 3Y | +50.4% | -7.8% | +58.2% | +49.3% |
| 5Y | +67.6% | +8.4% | +59.2% | +47.2% |
| 10Y | +84.1% | +226.8% | -142.7% | -0.8% |
| All | +84.1% | +224.9% | -140.8% | -0.8% |
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