+67.2%
F vs LOW
+292.3%
-225.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -1.9% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -0.5% | +21.3% | -21.7% | -10.6% |
| 3M | -12.9% | +6.0% | -18.9% | -15.9% |
| 6M | +1.5% | +2.6% | -1.0% | -0.9% |
| YTD | -5.0% | -3.6% | -1.4% | -4.5% |
| 1Y | -7.3% | -1.0% | -6.4% | -8.6% |
| 3Y | +45.3% | +24.2% | +21.1% | +25.0% |
| 5Y | -15.8% | +6.3% | -22.1% | -21.5% |
| All | +67.2% | +292.3% | -225.2% | -19.1% |
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