+116.3%
IBM vs LOW
+5.8%
+110.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.3% |
| 30D | -1.8% | -11.1% | +9.3% | +0.9% |
| 3M | -13.5% | -8.5% | -5.0% | -11.7% |
| 6M | -5.1% | -20.8% | +15.7% | 0.0% |
| YTD | -19.4% | -17.2% | -2.2% | -16.1% |
| 1Y | -6.5% | -24.7% | +18.2% | -0.4% |
| 3Y | +73.8% | -9.7% | +83.6% | +74.4% |
| 5Y | +116.3% | +6.0% | +110.3% | +103.0% |
| All | +116.3% | +5.8% | +110.6% | +103.0% |
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 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