+425.7%
META vs LOW
+328.1%
+97.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.8% | +3.6% |
| 7D | +5.7% | +6.4% | -0.7% | +2.7% |
| 30D | -10.8% | +25.6% | -36.3% | -20.0% |
| 3M | +8.4% | +4.6% | +3.8% | +5.5% |
| 6M | +5.4% | +2.5% | +2.9% | +3.1% |
| YTD | -2.6% | -1.6% | -0.9% | -3.8% |
| 1Y | +3.5% | +1.7% | +1.8% | +0.3% |
| 3Y | +102.0% | +29.4% | +72.6% | +69.6% |
| 5Y | +93.1% | +9.6% | +83.5% | +75.1% |
| 10Y | +425.7% | +313.3% | +112.3% | +209.0% |
| All | +425.7% | +328.1% | +97.6% | +209.0% |
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