+1,895.7%
TER vs LOW
+225.8%
+1,669.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.7% |
| 7D | +12.4% | -0.6% | +13.0% | +12.7% |
| 30D | +5.1% | -9.3% | +14.4% | +10.7% |
| 3M | +4.0% | -8.1% | +12.0% | +7.2% |
| 6M | +29.5% | -19.8% | +49.3% | +45.1% |
| YTD | +98.5% | -16.4% | +114.8% | +116.1% |
| 1Y | +234.1% | -24.7% | +258.7% | +283.7% |
| 3Y | +289.0% | -8.8% | +297.9% | +296.2% |
| 5Y | +228.2% | +7.8% | +220.4% | +203.3% |
| 10Y | +1,895.7% | +233.8% | +1,661.8% | +1,021.8% |
| All | +1,895.7% | +225.8% | +1,669.9% | +1,021.8% |
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