+84.9%
USB vs LOW
+309.5%
-224.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +8.7% | -7.2% | -2.4% |
| 30D | +6.4% | +25.5% | -19.0% | -4.1% |
| 3M | -4.5% | +6.6% | -11.1% | -7.6% |
| 6M | +11.4% | +2.4% | +8.9% | +9.3% |
| YTD | +17.1% | -1.7% | +18.8% | +16.2% |
| 1Y | +32.6% | +1.7% | +30.9% | +29.3% |
| 3Y | +101.8% | +26.6% | +75.3% | +77.4% |
| 5Y | +25.1% | +10.1% | +15.0% | +14.8% |
| 10Y | +84.9% | +303.3% | -218.4% | -1.5% |
| All | +84.9% | +309.5% | -224.7% | -1.5% |
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