+95.3%
AAPL vs LOW
+25.3%
+69.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | +1.4% | +2.7% | +3.7% |
| 30D | +4.0% | +21.7% | -17.7% | -2.2% |
| 3M | +16.8% | +5.0% | +11.8% | +14.9% |
| 6M | +19.4% | +4.6% | +14.8% | +17.3% |
| YTD | +31.5% | -3.5% | +35.0% | +31.5% |
| 1Y | +31.0% | +0.5% | +30.4% | +28.7% |
| 3Y | +95.3% | +24.8% | +70.5% | +81.4% |
| All | +95.3% | +25.3% | +69.9% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling