+75.2%
SPY vs LOW
+9.2%
+66.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -2.4% | +25.6% | -27.9% | -10.1% |
| 3M | -1.2% | +5.3% | -6.5% | -3.2% |
| 6M | +3.3% | +3.7% | -0.4% | +1.3% |
| YTD | +12.3% | -1.9% | +14.1% | +11.6% |
| 1Y | +12.4% | +0.6% | +11.9% | +10.4% |
| 3Y | +78.8% | +26.4% | +52.4% | +54.8% |
| 5Y | +75.2% | +10.1% | +65.0% | +54.6% |
| All | +75.2% | +9.2% | +66.0% | +54.6% |
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 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