-62.2%
ADBE vs LOW
+5.8%
-68.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -12.9% | -2.6% | -10.3% | -11.8% |
| 30D | -5.6% | -11.1% | +5.5% | -0.2% |
| 3M | +6.6% | -8.5% | +15.1% | +10.9% |
| 6M | -9.6% | -20.8% | +11.3% | +0.3% |
| YTD | -28.9% | -17.2% | -11.7% | -23.8% |
| 1Y | -28.9% | -24.7% | -4.2% | -19.8% |
| 3Y | -55.6% | -9.7% | -45.8% | -56.3% |
| 5Y | -62.2% | +6.0% | -68.2% | -65.7% |
| All | -62.2% | +5.8% | -68.0% | -65.7% |
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