+206,635.5%
CSCO vs LOW
+42,465.1%
+164,170.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.9% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -11.3% | +21.3% | -32.6% | -17.9% |
| 3M | -17.3% | +6.0% | -23.3% | -19.8% |
| 6M | +3.5% | +2.6% | +0.9% | +0.9% |
| YTD | +34.9% | -3.6% | +38.5% | +33.7% |
| 1Y | +40.5% | -1.0% | +41.4% | +37.5% |
| 3Y | +109.3% | +24.2% | +85.1% | +85.0% |
| 5Y | +105.9% | +6.3% | +99.6% | +89.2% |
| 10Y | +335.8% | +294.1% | +41.7% | +129.4% |
| All | +206,635.5% | +42,465.1% | +164,170.5% | +21,821.9% |
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