+293.0%
LOW vs COO
+41.1%
+251.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +1.4% | +0.5% | +1.0% | +1.2% |
| 30D | +21.7% | +14.2% | +7.5% | +15.2% |
| 3M | +5.0% | -18.2% | +23.2% | +13.8% |
| 6M | +4.6% | +5.3% | -0.7% | +1.2% |
| YTD | -3.5% | -23.6% | +20.1% | +7.2% |
| 1Y | +0.5% | -12.7% | +13.2% | +5.2% |
| 3Y | +24.8% | -24.2% | +49.0% | +33.5% |
| 5Y | +6.5% | -40.0% | +46.4% | +24.4% |
| All | +293.0% | +41.1% | +251.9% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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