+209.8%
RSP vs LOW
+225.8%
-16.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -2.5% | -9.3% | +6.7% | +1.4% |
| 3M | +3.0% | -8.1% | +11.1% | +6.2% |
| 6M | +8.9% | -19.8% | +28.7% | +18.3% |
| YTD | +13.0% | -16.4% | +29.3% | +20.2% |
| 1Y | +16.2% | -24.7% | +40.9% | +29.0% |
| 3Y | +52.7% | -8.8% | +61.5% | +53.9% |
| 5Y | +50.5% | +7.8% | +42.7% | +38.8% |
| 10Y | +209.8% | +233.8% | -24.0% | +81.1% |
| All | +209.8% | +225.8% | -16.0% | +81.1% |
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