+359.9%
CSCO vs LOW
+233.1%
+126.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -1.1% | -2.6% | +1.6% | -0.2% |
| 30D | -10.8% | -11.1% | +0.4% | -7.2% |
| 3M | -9.2% | -8.5% | -0.7% | -6.9% |
| 6M | +39.5% | -20.8% | +60.4% | +50.0% |
| YTD | +41.5% | -17.2% | +58.7% | +49.1% |
| 1Y | +61.0% | -24.7% | +85.7% | +75.3% |
| 3Y | +105.2% | -9.7% | +115.0% | +104.8% |
| 5Y | +113.4% | +6.0% | +107.4% | +95.4% |
| All | +359.9% | +233.1% | +126.8% | +177.4% |
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