+112.0%
IBM vs LOW
+8.3%
+103.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -1.5% | -10.1% | +8.6% | +1.0% |
| 3M | -16.8% | -2.9% | -13.9% | -16.3% |
| 6M | -9.0% | -19.4% | +10.4% | -4.5% |
| YTD | -20.1% | -15.4% | -4.6% | -17.2% |
| 1Y | -7.0% | -24.9% | +17.9% | -0.8% |
| 3Y | +72.4% | -7.8% | +80.2% | +72.1% |
| 5Y | +112.0% | +8.4% | +103.6% | +97.4% |
| All | +112.0% | +8.3% | +103.7% | +97.4% |
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