+307.8%
SPY vs LOW
+292.8%
+15.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | -2.0% | +21.7% | -23.7% | -9.2% |
| 3M | -2.8% | +5.0% | -7.8% | -5.0% |
| 6M | +2.1% | +4.6% | -2.5% | -0.5% |
| YTD | +11.5% | -3.5% | +15.0% | +11.2% |
| 1Y | +13.5% | +0.5% | +12.9% | +11.1% |
| 3Y | +77.7% | +24.8% | +52.9% | +56.6% |
| 5Y | +72.6% | +6.5% | +66.2% | +59.3% |
| All | +307.8% | +292.8% | +15.0% | +133.4% |
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