+278.2%
GE vs LOW
+27.5%
+250.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +4.0% | +1.0% | +3.1% | +3.7% |
| 30D | +11.1% | +25.6% | -14.5% | +1.5% |
| 3M | -6.7% | +5.3% | -12.1% | -8.8% |
| 6M | +14.3% | +3.7% | +10.5% | +12.1% |
| YTD | +11.7% | -1.9% | +13.6% | +12.0% |
| 1Y | +10.9% | +0.6% | +10.3% | +9.9% |
| All | +278.2% | +27.5% | +250.7% | +259.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling