+296.4%
SPGI vs LOW
+225.8%
+70.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | +2.0% | -9.3% | +11.3% | +6.5% |
| 3M | +4.3% | -8.1% | +12.4% | +8.0% |
| 6M | -0.2% | -19.8% | +19.5% | +9.3% |
| YTD | -14.8% | -16.4% | +1.6% | -9.2% |
| 1Y | -18.5% | -24.7% | +6.1% | -9.0% |
| 3Y | +16.0% | -8.8% | +24.8% | +16.2% |
| 5Y | +2.2% | +7.8% | -5.6% | -7.0% |
| 10Y | +296.4% | +233.8% | +62.6% | +122.6% |
| All | +296.4% | +225.8% | +70.6% | +122.6% |
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