+227.5%
LOW vs EFX
+42.6%
+184.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | -4.5% | +0.8% | -1.9% |
| 30D | -8.9% | -6.1% | -2.8% | -6.8% |
| 3M | -10.4% | +6.2% | -16.6% | -13.2% |
| 6M | -19.4% | -11.2% | -8.2% | -16.4% |
| YTD | -17.1% | -21.4% | +4.3% | -10.5% |
| 1Y | -26.3% | -34.3% | +8.1% | -14.3% |
| 3Y | -9.9% | -12.5% | +2.6% | -11.0% |
| 5Y | +6.1% | -35.6% | +41.7% | +16.5% |
| All | +227.5% | +42.6% | +184.9% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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