+64.3%
T vs LOW
+236.5%
-172.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | +4.6% | -9.3% | +13.8% | +7.0% |
| 3M | +12.2% | -8.1% | +20.3% | +14.3% |
| 6M | -6.5% | -19.8% | +13.3% | -1.8% |
| YTD | +4.9% | -16.4% | +21.3% | +8.6% |
| 1Y | -10.5% | -24.7% | +14.2% | -4.9% |
| 3Y | +104.6% | -8.8% | +113.4% | +104.1% |
| 5Y | +64.2% | +7.8% | +56.4% | +53.2% |
| All | +64.3% | +236.5% | -172.2% | +10.5% |
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