+2,413.6%
IBM vs LOW
+35,323.5%
-32,909.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +0.3% | -7.0% | +7.3% | +2.0% |
| 3M | -21.6% | -0.9% | -20.7% | -21.6% |
| 6M | -4.7% | -20.1% | +15.4% | +0.1% |
| YTD | -19.1% | -13.9% | -5.2% | -16.7% |
| 1Y | -2.5% | -21.1% | +18.6% | +2.4% |
| 3Y | +74.2% | -6.6% | +80.8% | +74.0% |
| 5Y | +113.1% | +9.4% | +103.8% | +102.0% |
| 10Y | +133.5% | +220.5% | -87.0% | +66.2% |
| All | +2,413.6% | +35,323.5% | -32,909.9% | +677.0% |
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 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