+162.9%
RTX vs LOW
+7.0%
+155.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -11.6% | -9.3% | -2.3% | -9.8% |
| 3M | +9.2% | -8.1% | +17.2% | +10.9% |
| 6M | -4.4% | -19.8% | +15.3% | -0.3% |
| YTD | +8.9% | -16.4% | +25.3% | +12.4% |
| 1Y | +32.1% | -24.7% | +56.8% | +39.2% |
| 3Y | +151.2% | -8.8% | +160.1% | +151.2% |
| 5Y | +162.9% | +7.8% | +155.1% | +151.7% |
| All | +162.9% | +7.0% | +155.9% | +151.7% |
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