+238.8%
RCL vs LOW
+8.3%
+230.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +1.0% |
| 7D | -0.5% | +0.4% | -0.8% | -0.7% |
| 30D | -17.3% | -10.1% | -7.2% | -11.2% |
| 3M | -2.8% | -2.9% | +0.1% | -1.1% |
| 6M | -4.4% | -19.4% | +15.0% | +10.5% |
| YTD | -4.2% | -15.4% | +11.3% | +6.5% |
| 1Y | -23.4% | -24.9% | +1.6% | -7.8% |
| 3Y | +179.4% | -7.8% | +187.2% | +184.9% |
| 5Y | +238.8% | +8.4% | +230.4% | +207.4% |
| All | +238.8% | +8.3% | +230.5% | +207.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling