+280.0%
RTX vs LOW
+233.1%
+46.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.0% | -2.6% | +0.6% | -1.0% |
| 30D | -11.2% | -11.1% | -0.1% | -7.4% |
| 3M | +12.0% | -8.5% | +20.5% | +15.3% |
| 6M | -3.6% | -20.8% | +17.3% | +4.3% |
| YTD | +9.2% | -17.2% | +26.4% | +15.8% |
| 1Y | +29.7% | -24.7% | +54.4% | +42.1% |
| 3Y | +152.0% | -9.7% | +161.7% | +151.1% |
| 5Y | +165.8% | +6.0% | +159.8% | +139.4% |
| All | +280.0% | +233.1% | +46.9% | +107.6% |
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