+86.4%
F vs LOW
+224.9%
-138.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +1.2% | -10.1% | +11.3% | +7.3% |
| 3M | -5.7% | -2.9% | -2.8% | -4.8% |
| 6M | +17.9% | -19.4% | +37.3% | +31.6% |
| YTD | +10.4% | -15.4% | +25.8% | +19.5% |
| 1Y | +25.3% | -24.9% | +50.3% | +44.5% |
| 3Y | +37.5% | -7.8% | +45.3% | +39.6% |
| 5Y | +46.5% | +8.4% | +38.1% | +36.8% |
| 10Y | +86.4% | +226.8% | -140.4% | -0.7% |
| All | +86.4% | +224.9% | -138.5% | -0.7% |
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