+104.7%
LLY vs LOW
-5.7%
+110.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.2% |
| 7D | -2.1% | -1.7% | -0.4% | -1.7% |
| 30D | -1.6% | -7.0% | +5.4% | +0.3% |
| 3M | +2.3% | -0.9% | +3.2% | +2.2% |
| 6M | +14.9% | -20.1% | +35.0% | +21.7% |
| YTD | +7.5% | -13.9% | +21.4% | +11.1% |
| 1Y | +55.7% | -21.1% | +76.8% | +65.0% |
| All | +104.7% | -5.7% | +110.4% | +118.7% |
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 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