+220,352.2%
CSCO vs LOW
+37,918.3%
+182,434.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.1% |
| 7D | -0.7% | -1.7% | +1.1% | 0.0% |
| 30D | -10.1% | -7.0% | -3.1% | -7.8% |
| 3M | -15.7% | -0.9% | -14.8% | -16.1% |
| 6M | +36.3% | -20.1% | +56.3% | +46.3% |
| YTD | +43.8% | -13.9% | +57.7% | +49.7% |
| 1Y | +63.9% | -21.1% | +85.1% | +75.7% |
| 3Y | +104.4% | -6.6% | +111.0% | +102.3% |
| 5Y | +111.4% | +9.4% | +102.0% | +93.1% |
| 10Y | +361.7% | +220.5% | +141.2% | +164.1% |
| All | +220,352.2% | +37,918.3% | +182,434.0% | +24,447.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling