-39.2%
INTU vs LOW
+10.2%
-49.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -4.0% |
| 7D | -7.1% | -1.7% | -5.4% | -6.3% |
| 30D | +1.5% | -7.0% | +8.5% | +5.3% |
| 3M | +10.7% | -0.9% | +11.5% | +10.8% |
| 6M | -23.8% | -20.1% | -3.8% | -15.2% |
| YTD | -49.3% | -13.9% | -35.4% | -46.7% |
| 1Y | -49.7% | -21.1% | -28.5% | -44.3% |
| 3Y | -38.0% | -6.6% | -31.4% | -40.9% |
| All | -39.2% | +10.2% | -49.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling