+111.9%
INTC vs LOW
+292.8%
-180.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | -39.2% | +21.7% | -60.9% | -44.9% |
| 3M | -42.9% | +5.0% | -48.0% | -44.9% |
| 6M | -50.4% | +4.6% | -55.0% | -52.5% |
| YTD | +61.7% | -3.5% | +65.2% | +59.6% |
| 1Y | +66.1% | +0.5% | +65.6% | +60.3% |
| 3Y | +58.1% | +24.8% | +33.3% | +35.6% |
| 5Y | +27.9% | +6.5% | +21.4% | +16.4% |
| All | +111.9% | +292.8% | -180.9% | +11.9% |
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