+114.0%
CSCO vs LOW
+8.3%
+105.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | -10.1% | 0.0% | -7.6% |
| 3M | -11.7% | -2.9% | -8.9% | -11.6% |
| 6M | +40.1% | -19.4% | +59.5% | +48.0% |
| YTD | +43.8% | -15.4% | +59.2% | +49.1% |
| 1Y | +66.6% | -24.9% | +91.6% | +79.5% |
| 3Y | +108.5% | -7.8% | +116.3% | +105.6% |
| 5Y | +114.0% | +8.4% | +105.6% | +95.4% |
| All | +114.0% | +8.3% | +105.7% | +95.4% |
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 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