+71.7%
LOWV vs SPY
+101.2%
-29.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | -1.8% | -1.1% | -0.7% | -1.0% |
| 3M | +4.6% | +3.9% | +0.7% | +1.6% |
| 6M | +8.2% | +13.6% | -5.4% | -1.7% |
| YTD | +6.3% | +12.7% | -6.4% | -2.9% |
| 1Y | +6.7% | +17.5% | -10.8% | -5.6% |
| 3Y | +52.4% | +76.9% | -24.5% | -2.4% |
| All | +71.7% | +101.2% | -29.5% | -0.3% |
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