+204,102.2%
CSCO vs LOW
+43,239.8%
+160,862.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | +1.0% | -3.7% | -3.0% |
| 30D | -12.6% | +25.6% | -38.2% | -20.1% |
| 3M | -16.0% | +5.3% | -21.4% | -18.3% |
| 6M | +2.8% | +3.7% | -0.9% | -0.1% |
| YTD | +33.2% | -1.9% | +35.1% | +31.2% |
| 1Y | +43.1% | +0.6% | +42.5% | +39.3% |
| 3Y | +106.7% | +26.4% | +80.3% | +81.5% |
| 5Y | +103.6% | +10.1% | +93.4% | +84.6% |
| 10Y | +330.5% | +301.3% | +29.2% | +125.1% |
| All | +204,102.2% | +43,239.8% | +160,862.4% | +21,412.6% |
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