+124.8%
AAPL vs LOW
+5.8%
+119.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -0.5% | -2.6% | +2.1% | +0.6% |
| 30D | +7.1% | -11.1% | +18.2% | +12.7% |
| 3M | +12.1% | -8.5% | +20.6% | +16.1% |
| 6M | +25.4% | -20.8% | +46.3% | +38.0% |
| YTD | +20.5% | -17.2% | +37.7% | +28.9% |
| 1Y | +44.5% | -24.7% | +69.3% | +61.5% |
| 3Y | +85.8% | -9.7% | +95.5% | +85.0% |
| 5Y | +124.8% | +6.0% | +118.8% | +97.5% |
| All | +124.8% | +5.8% | +119.0% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling