-53.1%
FISV vs LOW
+5.4%
-58.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | -3.7% | +1.1% | -1.3% |
| 30D | 0.0% | -8.9% | +8.9% | +3.6% |
| 3M | -2.8% | -10.4% | +7.6% | +1.2% |
| 6M | -11.8% | -19.4% | +7.6% | -4.9% |
| YTD | -23.2% | -17.1% | -6.1% | -18.6% |
| 1Y | -62.0% | -26.3% | -35.7% | -57.7% |
| 3Y | -57.6% | -9.9% | -47.7% | -56.9% |
| All | -53.1% | +5.4% | -58.5% | -58.4% |
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 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