+417.9%
GE vs LOW
+7.0%
+410.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -11.3% | -9.3% | -2.0% | -7.7% |
| 3M | -1.4% | -8.1% | +6.7% | +1.7% |
| 6M | +1.2% | -19.8% | +21.0% | +10.5% |
| YTD | +5.9% | -16.4% | +22.3% | +13.5% |
| 1Y | +18.4% | -24.7% | +43.1% | +31.9% |
| 3Y | +271.0% | -8.8% | +279.8% | +275.4% |
| 5Y | +417.9% | +7.8% | +410.2% | +376.6% |
| All | +417.9% | +7.0% | +410.9% | +376.6% |
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