+562.3%
SE vs LOW
+185.2%
+377.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -4.8% | -2.6% | -2.2% | -3.5% |
| 30D | -18.1% | -11.1% | -7.0% | -12.9% |
| 3M | +30.6% | -8.5% | +39.1% | +36.3% |
| 6M | +20.8% | -20.8% | +41.6% | +35.4% |
| YTD | -15.6% | -17.2% | +1.6% | -8.3% |
| 1Y | -44.2% | -24.7% | -19.5% | -36.6% |
| 3Y | +181.5% | -9.7% | +191.3% | +181.8% |
| 5Y | -66.9% | +6.0% | -72.9% | -69.4% |
| All | +562.3% | +185.2% | +377.1% | +283.6% |
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