+132.2%
LLY vs LOW
+22.6%
+109.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.5% | +7.4% | -11.9% | -6.4% |
| 30D | +13.9% | +24.5% | -10.6% | +7.3% |
| 3M | +13.8% | +3.5% | +10.3% | +12.4% |
| 6M | +37.6% | -2.6% | +40.2% | +37.9% |
| YTD | +26.6% | -4.8% | +31.4% | +27.0% |
| 1Y | +45.3% | -0.8% | +46.2% | +43.9% |
| 3Y | +132.2% | +22.8% | +109.4% | +127.3% |
| All | +132.2% | +22.6% | +109.6% | +127.3% |
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