+104.5%
FTNT vs LOW
-20.7%
+125.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | -5.8% | -1.7% | -4.1% | -6.1% |
| 30D | -4.8% | -7.0% | +2.3% | -5.7% |
| 3M | +4.4% | -0.9% | +5.3% | +4.5% |
| 6M | +88.8% | -20.1% | +108.9% | +88.9% |
| YTD | +96.8% | -13.9% | +110.7% | +95.7% |
| 1Y | +104.5% | -21.1% | +125.6% | +116.7% |
| All | +104.5% | -20.7% | +125.1% | +116.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling