+74.3%
F vs LOW
+309.5%
-235.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +8.7% | -7.7% | -3.7% |
| 30D | +2.1% | +25.5% | -23.3% | -10.0% |
| 3M | -10.3% | +6.6% | -16.9% | -13.6% |
| 6M | +3.3% | +2.4% | +0.8% | +0.9% |
| YTD | -2.0% | -1.7% | -0.2% | -2.5% |
| 1Y | -2.3% | +1.7% | -4.0% | -5.0% |
| 3Y | +49.9% | +26.6% | +23.3% | +27.6% |
| 5Y | -12.5% | +10.1% | -22.6% | -19.9% |
| 10Y | +74.3% | +303.3% | -229.0% | -16.6% |
| All | +74.3% | +309.5% | -235.3% | -16.6% |
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