+2,841.0%
GE vs LOW
+39,607.0%
-36,766.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.7% | +1.4% | +1.2% | +2.2% |
| 30D | +8.1% | +21.7% | -13.6% | +1.0% |
| 3M | -7.9% | +5.0% | -12.9% | -9.6% |
| 6M | +12.9% | +4.6% | +8.3% | +10.6% |
| YTD | +8.2% | -3.5% | +11.7% | +8.9% |
| 1Y | +9.7% | +0.5% | +9.1% | +8.7% |
| 3Y | +266.1% | +24.8% | +241.3% | +233.2% |
| 5Y | +407.4% | +6.5% | +400.9% | +381.3% |
| 10Y | +150.3% | +294.6% | -144.2% | +47.7% |
| All | +2,841.0% | +39,607.0% | -36,766.0% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling