+4,782.6%
DELL vs LOW
+208.5%
+4,574.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +8.7% | -0.6% | +9.4% | +9.0% |
| 30D | +16.9% | -9.3% | +26.2% | +21.5% |
| 3M | +40.4% | -8.1% | +48.5% | +43.9% |
| 6M | +267.1% | -19.8% | +286.8% | +296.9% |
| YTD | +329.1% | -16.4% | +345.5% | +353.6% |
| 1Y | +346.9% | -24.7% | +371.6% | +393.6% |
| 3Y | +696.6% | -8.8% | +705.5% | +692.9% |
| 5Y | +1,106.2% | +7.8% | +1,098.4% | +991.8% |
| 10Y | +4,177.7% | +233.8% | +3,943.9% | +2,387.2% |
| All | +4,782.6% | +208.5% | +4,574.1% | +2,751.4% |
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 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