+147.3%
RTX vs LOW
+10.1%
+137.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.7% | +8.7% | -10.4% | -3.4% |
| 30D | +7.7% | +25.5% | -17.8% | +2.7% |
| 3M | -10.3% | +6.6% | -17.0% | -11.7% |
| 6M | +14.6% | +2.4% | +12.1% | +13.6% |
| YTD | +10.4% | -1.7% | +12.1% | +10.1% |
| 1Y | +13.5% | +1.7% | +11.8% | +12.3% |
| 3Y | +158.6% | +26.6% | +132.0% | +138.9% |
| 5Y | +147.3% | +10.1% | +137.1% | +126.1% |
| All | +147.3% | +10.1% | +137.1% | +126.1% |
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