+185.8%
LMT vs LOW
+233.5%
-47.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.7% |
| 30D | -13.1% | -8.9% | -4.2% | -11.2% |
| 3M | -3.9% | -10.4% | +6.5% | -1.6% |
| 6M | -18.3% | -19.4% | +1.1% | -14.4% |
| YTD | +10.3% | -17.1% | +27.5% | +14.6% |
| 1Y | +14.2% | -26.3% | +40.5% | +21.9% |
| 3Y | +35.0% | -9.9% | +44.9% | +34.9% |
| 5Y | +73.2% | +6.1% | +67.1% | +60.8% |
| All | +185.8% | +233.5% | -47.7% | +85.2% |
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