+355.0%
SE vs LOW
+238.1%
+117.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -7.7% | +1.0% | -8.7% | -8.2% |
| 30D | -22.8% | +25.6% | -48.4% | -31.6% |
| 3M | -43.7% | +5.3% | -49.1% | -45.5% |
| 6M | -12.8% | +3.7% | -16.6% | -15.4% |
| YTD | -42.0% | -1.9% | -40.1% | -42.5% |
| 1Y | -48.0% | +0.6% | -48.6% | -49.4% |
| 3Y | +62.7% | +26.4% | +36.3% | +34.6% |
| 5Y | -77.8% | +10.1% | -87.9% | -80.1% |
| All | +355.0% | +238.1% | +117.0% | +140.3% |
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