+92.7%
USB vs LOW
+309.1%
-216.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -1.5% | +9.6% | -11.1% | -5.6% |
| 30D | +4.3% | +24.5% | -20.2% | -5.7% |
| 3M | -6.1% | +4.0% | -10.0% | -8.1% |
| 6M | +9.4% | +2.2% | +7.2% | +7.4% |
| YTD | +15.2% | -3.7% | +18.9% | +15.3% |
| 1Y | +32.8% | -0.9% | +33.7% | +31.0% |
| 3Y | +91.3% | +23.8% | +67.5% | +69.8% |
| 5Y | +22.7% | +6.6% | +16.1% | +14.2% |
| All | +92.7% | +309.1% | -216.4% | +0.1% |
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