+13,164.2%
GOOG vs LOW
+1,022.6%
+12,141.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -1.6% | -0.6% | -0.9% | -1.3% |
| 30D | -7.7% | -9.3% | +1.6% | -4.1% |
| 3M | -9.3% | -8.1% | -1.2% | -6.5% |
| 6M | +7.4% | -19.8% | +27.2% | +16.5% |
| YTD | +4.9% | -16.4% | +21.2% | +11.4% |
| 1Y | +37.2% | -24.7% | +61.9% | +51.6% |
| 3Y | +141.6% | -8.8% | +150.4% | +141.5% |
| 5Y | +128.8% | +7.8% | +121.0% | +111.6% |
| 10Y | +772.7% | +233.8% | +538.9% | +380.5% |
| All | +13,164.2% | +1,022.6% | +12,141.6% | +3,956.9% |
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