+57.9%
SO vs LOW
+7.0%
+50.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -2.5% | -9.3% | +6.8% | -0.8% |
| 3M | -4.2% | -8.1% | +3.9% | -2.8% |
| 6M | -7.7% | -19.8% | +12.1% | -4.2% |
| YTD | +3.8% | -16.4% | +20.2% | +6.7% |
| 1Y | +0.1% | -24.7% | +24.7% | +4.8% |
| 3Y | +44.2% | -8.8% | +53.0% | +44.0% |
| 5Y | +57.9% | +7.8% | +50.1% | +48.7% |
| All | +57.9% | +7.0% | +50.9% | +48.7% |
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