+2,660.6%
AVGO vs LOW
+292.8%
+2,367.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | +18.2% | +1.4% | +16.7% | +17.4% |
| 30D | +0.2% | +21.7% | -21.5% | -9.6% |
| 3M | -16.8% | +5.0% | -21.8% | -19.6% |
| 6M | -16.5% | +4.6% | -21.1% | -19.9% |
| YTD | +0.8% | -3.5% | +4.3% | -0.4% |
| 1Y | +2.8% | +0.5% | +2.3% | -1.1% |
| 3Y | +278.5% | +24.8% | +253.7% | +217.3% |
| 5Y | +573.1% | +6.5% | +566.6% | +504.9% |
| All | +2,660.6% | +292.8% | +2,367.8% | +1,266.5% |
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 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