+76.1%
SO vs LOW
+10.1%
+65.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | +8.7% | -8.8% | -1.7% |
| 30D | +8.7% | +25.5% | -16.8% | +4.0% |
| 3M | +3.4% | +6.6% | -3.2% | +1.9% |
| 6M | +3.7% | +2.4% | +1.3% | +2.8% |
| YTD | +10.0% | -1.7% | +11.8% | +9.5% |
| 1Y | +6.6% | +1.7% | +4.9% | +5.3% |
| 3Y | +52.5% | +26.6% | +25.9% | +42.3% |
| 5Y | +76.1% | +10.1% | +65.9% | +60.8% |
| All | +76.1% | +10.1% | +65.9% | +60.8% |
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