+358.3%
SE vs LOW
+232.0%
+126.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -22.3% | +21.3% | -43.6% | -29.9% |
| 3M | -41.8% | +6.0% | -47.8% | -43.8% |
| 6M | -22.4% | +2.6% | -25.0% | -24.2% |
| YTD | -41.6% | -3.6% | -38.0% | -41.6% |
| 1Y | -48.0% | -1.0% | -47.1% | -49.1% |
| 3Y | +63.9% | +24.2% | +39.7% | +36.8% |
| 5Y | -78.2% | +6.3% | -84.5% | -80.1% |
| All | +358.3% | +232.0% | +126.3% | +144.2% |
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