+317.8%
TMUS vs LOW
+225.8%
+92.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | +0.1% | -9.3% | +9.4% | +3.1% |
| 3M | -0.6% | -8.1% | +7.5% | +1.8% |
| 6M | -17.5% | -19.8% | +2.2% | -12.3% |
| YTD | -11.3% | -16.4% | +5.1% | -7.2% |
| 1Y | -25.4% | -24.7% | -0.7% | -19.4% |
| 3Y | +35.5% | -8.8% | +44.3% | +35.1% |
| 5Y | +41.9% | +7.8% | +34.1% | +30.4% |
| 10Y | +317.8% | +233.8% | +84.0% | +149.2% |
| All | +317.8% | +225.8% | +92.0% | +149.2% |
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