+2,574.6%
IBM vs LOW
+40,281.8%
-37,707.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +10.1% | +25.6% | -15.5% | +4.0% |
| 3M | +4.8% | +5.3% | -0.5% | +3.3% |
| 6M | +12.6% | +3.7% | +8.9% | +11.0% |
| YTD | -13.9% | -1.9% | -12.1% | -14.3% |
| 1Y | -18.7% | +0.6% | -19.3% | -19.6% |
| 3Y | +81.9% | +26.4% | +55.5% | +68.6% |
| 5Y | +148.3% | +10.1% | +138.2% | +134.7% |
| 10Y | +143.6% | +301.3% | -157.6% | +64.3% |
| All | +2,574.6% | +40,281.8% | -37,707.2% | +699.4% |
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 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