-55.9%
ADBE vs LOW
-10.3%
-45.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -12.9% | -2.6% | -10.3% | -12.3% |
| 30D | -5.6% | -11.1% | +5.5% | -2.7% |
| 3M | +6.6% | -8.5% | +15.1% | +9.0% |
| 6M | -9.6% | -20.8% | +11.3% | -4.1% |
| YTD | -28.9% | -17.2% | -11.7% | -26.2% |
| 1Y | -28.9% | -24.7% | -4.2% | -23.7% |
| All | -55.9% | -10.3% | -45.6% | -52.8% |
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