+1,663.1%
DIS vs LOW
+40,369.0%
-38,705.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | +0.9% |
| 7D | +5.3% | +6.4% | -1.1% | +3.2% |
| 30D | +10.2% | +25.6% | -15.3% | +2.4% |
| 3M | +13.5% | +4.6% | +9.0% | +11.7% |
| 6M | +11.1% | +2.5% | +8.6% | +9.8% |
| YTD | +5.5% | -1.6% | +7.1% | +5.3% |
| 1Y | +9.1% | +1.7% | +7.4% | +7.7% |
| 3Y | +36.0% | +29.4% | +6.6% | +23.3% |
| 5Y | -29.8% | +9.6% | -39.5% | -33.5% |
| 10Y | +36.6% | +313.3% | -276.7% | -17.9% |
| All | +1,663.1% | +40,369.0% | -38,705.9% | +243.8% |
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