+5,993.3%
FIX vs LOW
+224.9%
+5,768.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | +6.1% | +0.4% | +5.7% | +5.8% |
| 30D | -2.7% | -10.1% | +7.4% | +2.3% |
| 3M | -10.9% | -2.9% | -8.1% | -11.0% |
| 6M | +29.0% | -19.4% | +48.4% | +41.6% |
| YTD | +76.9% | -15.4% | +92.3% | +88.8% |
| 1Y | +130.7% | -24.9% | +155.7% | +160.8% |
| 3Y | +790.7% | -7.8% | +798.5% | +789.5% |
| 5Y | +2,185.6% | +8.4% | +2,177.2% | +1,963.0% |
| 10Y | +5,993.3% | +226.8% | +5,766.5% | +3,078.4% |
| All | +5,993.3% | +224.9% | +5,768.4% | +3,078.4% |
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