+132.5%
GOOGL vs LOW
+7.0%
+125.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.9% | -0.6% | -1.2% | -1.6% |
| 30D | -7.5% | -9.3% | +1.8% | -4.0% |
| 3M | -9.2% | -8.1% | -1.1% | -6.5% |
| 6M | +8.1% | -19.8% | +27.8% | +17.1% |
| YTD | +5.8% | -16.4% | +22.2% | +12.2% |
| 1Y | +38.3% | -24.7% | +63.0% | +52.8% |
| 3Y | +144.8% | -8.8% | +153.6% | +140.9% |
| 5Y | +132.5% | +7.8% | +124.8% | +103.1% |
| All | +132.5% | +7.0% | +125.5% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling