+108.5%
CSCO vs LOW
-8.4%
+116.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | -10.1% | 0.0% | -8.4% |
| 3M | -11.7% | -2.9% | -8.9% | -11.8% |
| 6M | +40.1% | -19.4% | +59.5% | +46.4% |
| YTD | +43.8% | -15.4% | +59.2% | +47.9% |
| 1Y | +66.6% | -24.9% | +91.6% | +77.5% |
| 3Y | +108.5% | -7.8% | +116.3% | +104.4% |
| All | +108.5% | -8.4% | +116.9% | +104.4% |
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 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