+638.0%
XYZ vs LOW
+328.1%
+309.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +0.8% |
| 7D | +14.9% | +6.4% | +8.5% | +9.6% |
| 30D | +14.7% | +25.6% | -10.9% | -4.7% |
| 3M | +12.1% | +4.6% | +7.5% | +7.9% |
| 6M | +18.3% | +2.5% | +15.8% | +14.9% |
| YTD | +36.1% | -1.6% | +37.7% | +34.5% |
| 1Y | +35.3% | +1.7% | +33.6% | +29.8% |
| 3Y | +73.5% | +29.4% | +44.0% | +32.4% |
| 5Y | -61.6% | +9.6% | -71.2% | -65.2% |
| 10Y | +638.0% | +313.3% | +324.7% | +199.4% |
| All | +638.0% | +328.1% | +309.9% | +199.4% |
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