+41.2%
GOOGL vs LOW
-25.0%
+66.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | -1.4% | -8.9% | +7.5% | +0.9% |
| 3M | -5.3% | -10.4% | +5.1% | -2.9% |
| 6M | +9.8% | -19.4% | +29.2% | +14.6% |
| YTD | +8.4% | -17.1% | +25.5% | +12.8% |
| 1Y | +41.2% | -26.3% | +67.5% | +55.5% |
| All | +41.2% | -25.0% | +66.2% | +55.5% |
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