-41.5%
DIS vs LOW
+8.3%
-49.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +0.1% | -10.1% | +10.2% | +5.1% |
| 3M | +7.1% | -2.9% | +9.9% | +8.2% |
| 6M | +4.3% | -19.4% | +23.7% | +14.4% |
| YTD | -6.9% | -15.4% | +8.5% | -0.5% |
| 1Y | -10.3% | -24.9% | +14.6% | +1.2% |
| 3Y | +32.8% | -7.8% | +40.6% | +33.4% |
| 5Y | -41.5% | +8.4% | -49.9% | -49.3% |
| All | -41.5% | +8.3% | -49.7% | -49.3% |
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