+1,580.3%
LLY vs LOW
+225.8%
+1,354.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -8.6% | -9.3% | +0.7% | -6.4% |
| 3M | -1.6% | -8.1% | +6.4% | +0.3% |
| 6M | +11.8% | -19.8% | +31.6% | +17.7% |
| YTD | +5.1% | -16.4% | +21.5% | +9.3% |
| 1Y | +50.7% | -24.7% | +75.4% | +60.5% |
| 3Y | +95.7% | -8.8% | +104.5% | +97.0% |
| 5Y | +390.2% | +7.8% | +382.4% | +365.9% |
| 10Y | +1,580.3% | +233.8% | +1,346.5% | +1,106.9% |
| All | +1,580.3% | +225.8% | +1,354.5% | +1,106.9% |
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