+256.9%
HL vs LOW
+233.5%
+23.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -3.7% | -0.6% | -2.8% |
| 30D | +9.3% | -8.9% | +18.2% | +13.7% |
| 3M | +32.0% | -10.4% | +42.4% | +37.8% |
| 6M | -6.4% | -19.4% | +13.0% | +1.8% |
| YTD | +3.1% | -17.1% | +20.3% | +10.9% |
| 1Y | +77.6% | -26.3% | +103.8% | +100.0% |
| 3Y | +392.8% | -9.9% | +402.7% | +401.9% |
| 5Y | +234.1% | +6.1% | +228.0% | +211.9% |
| All | +256.9% | +233.5% | +23.4% | +136.7% |
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