+1,086.7%
FLEX vs LOW
+225.8%
+860.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +6.4% | -0.6% | +7.0% | +6.7% |
| 30D | -5.9% | -9.3% | +3.4% | -0.6% |
| 3M | -23.5% | -8.1% | -15.4% | -20.7% |
| 6M | +83.7% | -19.8% | +103.5% | +106.6% |
| YTD | +86.5% | -16.4% | +102.9% | +103.3% |
| 1Y | +100.5% | -24.7% | +125.2% | +131.7% |
| 3Y | +469.8% | -8.8% | +478.7% | +469.9% |
| 5Y | +725.7% | +7.8% | +717.9% | +619.2% |
| 10Y | +1,086.7% | +233.8% | +852.9% | +454.2% |
| All | +1,086.7% | +225.8% | +860.9% | +454.2% |
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