+652.8%
FLEX vs LOW
+299.5%
+353.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +2.2% | +1.0% | +1.3% | +1.9% |
| 30D | -32.6% | +25.6% | -58.2% | -41.9% |
| 3M | -35.5% | +5.3% | -40.8% | -38.6% |
| 6M | -45.6% | +3.7% | -49.3% | -48.4% |
| YTD | +30.7% | -1.9% | +32.6% | +27.6% |
| 1Y | +28.4% | +0.6% | +27.8% | +23.0% |
| 3Y | +301.7% | +26.4% | +275.2% | +223.0% |
| 5Y | +473.3% | +10.1% | +463.1% | +391.0% |
| All | +652.8% | +299.5% | +353.3% | +208.6% |
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