+14,280.4%
INTU vs LOW
+15,415.0%
-1,134.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.9% |
| 7D | -7.1% | -1.7% | -5.4% | -6.4% |
| 30D | +1.5% | -7.0% | +8.5% | +4.5% |
| 3M | +10.7% | -0.9% | +11.5% | +10.8% |
| 6M | -23.8% | -20.1% | -3.8% | -17.5% |
| YTD | -49.3% | -13.9% | -35.4% | -47.0% |
| 1Y | -49.7% | -21.1% | -28.5% | -45.6% |
| 3Y | -38.0% | -6.6% | -31.4% | -38.4% |
| 5Y | -38.7% | +9.4% | -48.1% | -42.5% |
| 10Y | +221.3% | +220.5% | +0.8% | +89.7% |
| All | +14,280.4% | +15,415.0% | -1,134.6% | +2,215.6% |
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