+22.5%
STM vs LOW
+8.3%
+14.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | -7.4% | -10.1% | +2.7% | -1.5% |
| 3M | -30.6% | -2.9% | -27.8% | -30.4% |
| 6M | +66.4% | -19.4% | +85.8% | +87.3% |
| YTD | +101.1% | -15.4% | +116.6% | +117.9% |
| 1Y | +97.4% | -24.9% | +122.3% | +131.1% |
| 3Y | +21.1% | -7.8% | +29.0% | +20.8% |
| 5Y | +22.5% | +8.4% | +14.1% | +8.2% |
| All | +22.5% | +8.3% | +14.2% | +8.2% |
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