+50.5%
RSP vs LOW
+7.0%
+43.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | +3.0% | -8.1% | +11.1% | +6.2% |
| 6M | +8.9% | -19.8% | +28.7% | +18.4% |
| YTD | +13.0% | -16.4% | +29.3% | +20.1% |
| 1Y | +16.2% | -24.7% | +40.9% | +29.2% |
| 3Y | +52.7% | -8.8% | +61.5% | +52.8% |
| 5Y | +50.5% | +7.8% | +42.7% | +35.1% |
| All | +50.5% | +7.0% | +43.5% | +35.1% |
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 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