+140.5%
IBM vs LOW
+236.5%
-96.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +1.5% | -9.3% | +10.8% | +4.7% |
| 3M | -12.9% | -8.1% | -4.8% | -10.7% |
| 6M | -3.9% | -19.8% | +15.9% | +2.4% |
| YTD | -17.3% | -16.4% | -1.0% | -13.3% |
| 1Y | -5.0% | -24.7% | +19.7% | +3.0% |
| 3Y | +78.2% | -8.8% | +87.0% | +78.4% |
| 5Y | +120.6% | +7.8% | +112.9% | +102.9% |
| All | +140.5% | +236.5% | -96.1% | +47.0% |
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