+1,381.0%
NET vs LOW
+129.6%
+1,251.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | -6.1% |
| 7D | -16.4% | +15.6% | -32.0% | -22.5% |
| 30D | -25.8% | +28.6% | -54.4% | -35.2% |
| 3M | -11.5% | +5.8% | -17.4% | -15.0% |
| 6M | +18.9% | +3.8% | +15.1% | +14.2% |
| YTD | +35.2% | -2.8% | +38.0% | +31.8% |
| 1Y | +14.5% | -1.4% | +15.9% | +10.2% |
| 3Y | +313.8% | +25.0% | +288.8% | +231.4% |
| 5Y | +32.6% | +6.6% | +26.0% | +16.0% |
| All | +1,381.0% | +129.6% | +1,251.4% | +908.3% |
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