+436.0%
META vs LOW
+309.5%
+126.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | +8.7% | -5.4% | -0.6% |
| 30D | -10.8% | +25.5% | -36.2% | -19.9% |
| 3M | +7.9% | +6.6% | +1.3% | +4.1% |
| 6M | +5.4% | +2.4% | +3.0% | +3.2% |
| YTD | -2.6% | -1.7% | -0.8% | -3.7% |
| 1Y | +1.9% | +1.7% | +0.2% | -1.2% |
| 3Y | +97.0% | +26.6% | +70.4% | +67.1% |
| 5Y | +97.6% | +10.1% | +87.5% | +78.8% |
| 10Y | +436.0% | +303.3% | +132.7% | +212.0% |
| All | +436.0% | +309.5% | +126.5% | +212.0% |
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