-15.7%
STM vs LOW
+4.9%
-20.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.1% |
| 7D | -10.7% | +7.4% | -18.1% | -14.6% |
| 30D | -25.7% | +24.5% | -50.2% | -35.1% |
| 3M | -21.6% | +3.5% | -25.0% | -23.8% |
| 6M | -27.8% | -2.6% | -25.2% | -28.0% |
| YTD | +61.8% | -4.8% | +66.6% | +62.3% |
| 1Y | +78.1% | -0.8% | +78.9% | +73.4% |
| 3Y | +4.9% | +22.8% | -17.9% | -13.8% |
| All | -15.7% | +4.9% | -20.6% | -26.1% |
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