+252.1%
INTC vs LOW
+233.5%
+18.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +7.5% | -3.7% | +11.2% | +9.3% |
| 30D | +2.0% | -8.9% | +10.8% | +6.2% |
| 3M | -12.0% | -10.4% | -1.6% | -8.4% |
| 6M | +114.5% | -19.4% | +133.9% | +133.8% |
| YTD | +179.0% | -17.1% | +196.1% | +198.6% |
| 1Y | +318.3% | -26.3% | +344.5% | +372.3% |
| 3Y | +171.2% | -9.9% | +181.1% | +174.3% |
| 5Y | +107.6% | +6.1% | +101.5% | +91.2% |
| All | +252.1% | +233.5% | +18.6% | +100.6% |
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