+644.6%
STM vs LOW
+233.1%
+411.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -1.1% | -2.6% | +1.6% | +0.5% |
| 30D | -7.8% | -11.1% | +3.3% | -1.4% |
| 3M | -28.2% | -8.5% | -19.7% | -25.1% |
| 6M | +52.0% | -20.8% | +72.8% | +72.1% |
| YTD | +96.4% | -17.2% | +113.6% | +115.2% |
| 1Y | +98.8% | -24.7% | +123.6% | +130.4% |
| 3Y | +18.3% | -9.7% | +28.0% | +20.9% |
| 5Y | +17.7% | +6.0% | +11.7% | +7.7% |
| All | +644.6% | +233.1% | +411.5% | +291.8% |
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