+83.6%
USB vs LOW
+303.6%
-220.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.5% | +1.0% | -1.5% | -1.0% |
| 30D | +5.7% | +25.6% | -19.9% | -4.7% |
| 3M | -4.7% | +5.3% | -10.0% | -7.3% |
| 6M | +13.4% | +3.7% | +9.7% | +10.6% |
| YTD | +17.0% | -1.9% | +18.9% | +16.1% |
| 1Y | +32.4% | +0.6% | +31.8% | +29.8% |
| 3Y | +101.7% | +26.4% | +75.2% | +77.4% |
| 5Y | +24.4% | +10.1% | +14.3% | +14.2% |
| 10Y | +83.6% | +301.3% | -217.7% | -2.1% |
| All | +83.6% | +303.6% | -220.0% | -2.1% |
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