+3.6%
GOOG vs LOW
-0.5%
+4.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +2.2% |
| 7D | -10.7% | +15.6% | -26.4% | -12.6% |
| 30D | -16.4% | +28.6% | -45.0% | -20.3% |
| 3M | -23.4% | +5.8% | -29.3% | -23.4% |
| 6M | -24.2% | +3.8% | -28.0% | -23.9% |
| YTD | -8.3% | -2.8% | -5.5% | -6.4% |
| 1Y | +3.6% | -1.4% | +5.0% | +5.6% |
| All | +3.6% | -0.5% | +4.1% | +5.6% |
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 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