+13,503.3%
GOOGL vs LOW
+1,035.0%
+12,468.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -4.4% | -10.1% | +5.7% | -0.4% |
| 3M | -6.8% | -2.9% | -4.0% | -6.1% |
| 6M | +13.6% | -19.4% | +33.0% | +22.9% |
| YTD | +8.3% | -15.4% | +23.8% | +14.6% |
| 1Y | +44.9% | -24.9% | +69.9% | +60.3% |
| 3Y | +150.5% | -7.8% | +158.3% | +149.3% |
| 5Y | +137.7% | +8.4% | +129.3% | +119.3% |
| 10Y | +750.9% | +226.8% | +524.1% | +372.8% |
| All | +13,503.3% | +1,035.0% | +12,468.3% | +4,042.7% |
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