+227.1%
LOW vs SPY
+318.9%
-91.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -2.6% | -2.0% | -0.6% | -0.6% |
| 30D | -11.1% | -1.7% | -9.5% | -9.6% |
| 3M | -8.5% | +4.7% | -13.2% | -12.8% |
| 6M | -20.8% | +12.5% | -33.4% | -30.0% |
| YTD | -17.2% | +11.7% | -28.9% | -26.4% |
| 1Y | -24.7% | +17.5% | -42.2% | -36.6% |
| 3Y | -9.7% | +76.6% | -86.3% | -51.7% |
| 5Y | +6.0% | +82.0% | -76.0% | -45.4% |
| All | +227.1% | +318.9% | -91.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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