-38.5%
INTU vs LOW
-5.7%
-32.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.7% |
| 7D | -7.1% | -1.7% | -5.4% | -6.7% |
| 30D | +1.5% | -7.0% | +8.5% | +3.4% |
| 3M | +10.7% | -0.9% | +11.5% | +11.0% |
| 6M | -23.8% | -20.1% | -3.8% | -19.4% |
| YTD | -49.3% | -13.9% | -35.4% | -48.2% |
| 1Y | -49.7% | -21.1% | -28.5% | -46.9% |
| All | -38.5% | -5.7% | -32.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling