+986.7%
TER vs LOW
+304.1%
+682.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.9% | +8.7% | -17.6% | -13.1% |
| 30D | -39.1% | +25.5% | -64.5% | -46.9% |
| 3M | -32.8% | +6.6% | -39.4% | -36.2% |
| 6M | -31.7% | +2.4% | -34.2% | -34.8% |
| YTD | +26.9% | -1.7% | +28.7% | +24.7% |
| 1Y | +33.6% | +1.7% | +31.9% | +28.2% |
| 3Y | +181.5% | +26.6% | +154.9% | +134.6% |
| 5Y | +76.1% | +10.1% | +66.0% | +57.8% |
| All | +986.7% | +304.1% | +682.6% | +442.9% |
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