+279.5%
UNP vs LOW
+233.1%
+46.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.2% | -2.6% | +1.5% | 0.0% |
| 30D | -2.0% | -11.1% | +9.2% | +3.2% |
| 3M | +7.5% | -8.5% | +16.0% | +11.3% |
| 6M | +15.3% | -20.8% | +36.2% | +26.9% |
| YTD | +25.4% | -17.2% | +42.6% | +34.9% |
| 1Y | +35.6% | -24.7% | +60.3% | +51.9% |
| 3Y | +44.1% | -9.7% | +53.9% | +46.5% |
| 5Y | +54.0% | +6.0% | +48.0% | +41.4% |
| All | +279.5% | +233.1% | +46.4% | +96.8% |
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