-52.7%
INTU vs LOW
-25.6%
-27.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -8.5% | -0.6% | -7.8% | -8.4% |
| 30D | -6.1% | -9.3% | +3.1% | -5.7% |
| 3M | +7.3% | -8.1% | +15.4% | +7.6% |
| 6M | -33.2% | -19.8% | -13.5% | -33.9% |
| YTD | -52.2% | -16.4% | -35.8% | -53.6% |
| 1Y | -52.7% | -24.7% | -28.0% | -52.5% |
| All | -52.7% | -25.6% | -27.1% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling