+155.8%
FTNT vs LOW
+5.8%
+150.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +1.6% | -2.6% | +4.2% | +2.6% |
| 30D | -1.9% | -11.1% | +9.3% | +2.4% |
| 3M | +14.4% | -8.5% | +22.9% | +17.4% |
| 6M | +88.7% | -20.8% | +109.5% | +104.2% |
| YTD | +100.0% | -17.2% | +117.3% | +110.5% |
| 1Y | +99.9% | -24.7% | +124.6% | +120.0% |
| 3Y | +147.9% | -9.7% | +157.7% | +138.9% |
| 5Y | +155.8% | +6.0% | +149.8% | +133.5% |
| All | +155.8% | +5.8% | +150.0% | +133.5% |
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