+1,055.3%
DELL vs LOW
+5.8%
+1,049.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.0% |
| 7D | -1.9% | -2.6% | +0.7% | -0.9% |
| 30D | +14.9% | -11.1% | +26.0% | +19.9% |
| 3M | +37.2% | -8.5% | +45.7% | +40.4% |
| 6M | +254.0% | -20.8% | +274.8% | +284.6% |
| YTD | +306.1% | -17.2% | +323.4% | +330.1% |
| 1Y | +312.3% | -24.7% | +337.0% | +356.1% |
| 3Y | +654.0% | -9.7% | +663.8% | +647.1% |
| 5Y | +1,055.3% | +6.0% | +1,049.3% | +932.6% |
| All | +1,055.3% | +5.8% | +1,049.6% | +932.6% |
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 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