+755.6%
GOOGL vs LOW
+233.5%
+522.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | 0.0% | -3.7% | +3.7% | +1.5% |
| 30D | -1.4% | -8.9% | +7.5% | +2.2% |
| 3M | -5.3% | -10.4% | +5.1% | -1.5% |
| 6M | +9.8% | -19.4% | +29.2% | +18.6% |
| YTD | +8.4% | -17.1% | +25.5% | +15.3% |
| 1Y | +41.2% | -26.3% | +67.5% | +56.9% |
| 3Y | +149.6% | -9.9% | +159.5% | +149.9% |
| 5Y | +142.6% | +6.1% | +136.4% | +124.3% |
| All | +755.6% | +233.5% | +522.1% | +456.3% |
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