+342.5%
RCL vs LOW
+225.8%
+116.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -2.2% | -0.6% | -1.6% | -1.8% |
| 30D | -15.7% | -9.3% | -6.4% | -10.2% |
| 3M | -8.0% | -8.1% | +0.1% | -3.0% |
| 6M | -10.1% | -19.8% | +9.6% | +3.5% |
| YTD | -5.9% | -16.4% | +10.5% | +5.0% |
| 1Y | -23.5% | -24.7% | +1.2% | -8.8% |
| 3Y | +174.4% | -8.8% | +183.2% | +184.3% |
| 5Y | +227.1% | +7.8% | +219.4% | +199.3% |
| 10Y | +342.5% | +233.8% | +108.7% | +116.8% |
| All | +342.5% | +225.8% | +116.7% | +116.8% |
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