+20.0%
GE vs LOW
-20.7%
+40.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | -11.6% | -7.0% | -4.5% | -9.1% |
| 3M | +3.0% | -0.9% | +3.9% | +2.8% |
| 6M | -0.5% | -20.1% | +19.6% | +6.3% |
| YTD | +9.7% | -13.9% | +23.6% | +18.4% |
| 1Y | +20.0% | -21.1% | +41.2% | +24.3% |
| All | +20.0% | -20.7% | +40.7% | +24.3% |
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 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