+641.7%
AMZN vs LOW
+292.8%
+348.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | +1.4% | +1.4% | +2.3% |
| 30D | +5.0% | +21.7% | -16.7% | -3.0% |
| 3M | +0.6% | +5.0% | -4.4% | -1.7% |
| 6M | -1.3% | +4.6% | -5.9% | -3.8% |
| YTD | +15.5% | -3.5% | +19.0% | +15.4% |
| 1Y | +12.2% | +0.5% | +11.7% | +10.1% |
| 3Y | +87.0% | +24.8% | +62.2% | +64.9% |
| 5Y | +51.3% | +6.5% | +44.8% | +40.6% |
| All | +641.7% | +292.8% | +348.9% | +376.6% |
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