+692.8%
GOOGL vs LOW
+292.8%
+400.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +1.4% | +2.4% | +3.3% |
| 30D | -14.9% | +21.7% | -36.6% | -21.5% |
| 3M | -14.6% | +5.0% | -19.6% | -16.6% |
| 6M | -26.4% | +4.6% | -31.0% | -28.4% |
| YTD | -5.3% | -3.5% | -1.8% | -5.5% |
| 1Y | +6.5% | +0.5% | +5.9% | +4.4% |
| 3Y | +126.0% | +24.8% | +101.2% | +97.2% |
| 5Y | +100.8% | +6.5% | +94.4% | +84.4% |
| All | +692.8% | +292.8% | +400.0% | +371.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling