+9,411.2%
INTC vs LOW
+39,607.0%
-30,195.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +1.4% | +4.6% | +5.5% |
| 30D | -39.2% | +21.7% | -60.9% | -43.9% |
| 3M | -42.9% | +5.0% | -48.0% | -44.7% |
| 6M | -50.4% | +4.6% | -55.0% | -52.2% |
| YTD | +61.7% | -3.5% | +65.2% | +59.7% |
| 1Y | +66.1% | +0.5% | +65.6% | +61.3% |
| 3Y | +58.1% | +24.8% | +33.3% | +40.9% |
| 5Y | +27.9% | +6.5% | +21.4% | +19.9% |
| 10Y | +111.1% | +294.6% | -183.4% | +19.5% |
| All | +9,411.2% | +39,607.0% | -30,195.9% | +1,209.1% |
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