+590.9%
JPM vs LOW
+233.5%
+357.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | -3.7% | +3.1% | +0.9% |
| 30D | -2.5% | -8.9% | +6.4% | +1.2% |
| 3M | +14.1% | -10.4% | +24.6% | +18.8% |
| 6M | +25.1% | -19.4% | +44.5% | +35.5% |
| YTD | +12.1% | -17.1% | +29.2% | +19.5% |
| 1Y | +18.8% | -26.3% | +45.1% | +32.8% |
| 3Y | +163.4% | -9.9% | +173.3% | +164.1% |
| 5Y | +156.5% | +6.1% | +150.4% | +132.9% |
| All | +590.9% | +233.5% | +357.4% | +249.6% |
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