+219.1%
TER vs LOW
+8.3%
+210.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.3% |
| 7D | +11.0% | +0.4% | +10.6% | +10.6% |
| 30D | -1.9% | -10.1% | +8.2% | +4.6% |
| 3M | -0.7% | -2.9% | +2.2% | -1.2% |
| 6M | +36.4% | -19.4% | +55.8% | +55.1% |
| YTD | +92.4% | -15.4% | +107.9% | +110.5% |
| 1Y | +213.5% | -24.9% | +238.5% | +270.4% |
| 3Y | +277.2% | -7.8% | +285.1% | +274.9% |
| 5Y | +219.1% | +8.4% | +210.7% | +171.7% |
| All | +219.1% | +8.3% | +210.9% | +171.7% |
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