-22.7%
U vs LOW
+58.7%
-81.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +2.6% | +1.4% | +1.1% | +1.3% |
| 30D | +27.6% | +21.7% | +5.9% | +8.1% |
| 3M | +15.3% | +5.0% | +10.3% | +9.7% |
| 6M | +96.4% | +4.6% | +91.8% | +85.1% |
| YTD | +19.6% | -3.5% | +23.1% | +16.6% |
| 1Y | +42.1% | +0.5% | +41.6% | +32.3% |
| 3Y | +87.5% | +24.8% | +62.7% | +37.4% |
| 5Y | -73.1% | +6.5% | -79.6% | -78.4% |
| All | -22.7% | +58.7% | -81.4% | -52.2% |
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