+252.8%
SPOT vs LOW
+171.4%
+81.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.1% | -3.7% | +0.7% | -1.6% |
| 30D | +7.4% | -8.9% | +16.3% | +11.3% |
| 3M | +8.2% | -10.4% | +18.6% | +12.5% |
| 6M | +2.2% | -19.4% | +21.6% | +10.2% |
| YTD | -9.5% | -17.1% | +7.7% | -3.9% |
| 1Y | -23.8% | -26.3% | +2.4% | -15.5% |
| 3Y | +233.5% | -9.9% | +243.4% | +231.1% |
| 5Y | +112.2% | +6.1% | +106.1% | +95.1% |
| All | +252.8% | +171.4% | +81.4% | +123.7% |
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 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