+465.1%
STM vs LOW
+292.8%
+172.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | +1.4% | +10.6% | +11.2% |
| 30D | -0.4% | +21.7% | -22.1% | -12.0% |
| 3M | -13.2% | +5.0% | -18.2% | -16.8% |
| 6M | -26.1% | +4.6% | -30.7% | -29.9% |
| YTD | +81.2% | -3.5% | +84.7% | +79.3% |
| 1Y | +98.3% | +0.5% | +97.8% | +91.0% |
| 3Y | +16.7% | +24.8% | -8.1% | -3.0% |
| 5Y | -4.8% | +6.5% | -11.3% | -14.2% |
| All | +465.1% | +292.8% | +172.2% | +160.7% |
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