+21,908.6%
LLY vs LOW
+40,328.9%
-18,420.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.6% | +8.7% | -7.0% | -0.2% |
| 30D | +21.5% | +25.5% | -4.0% | +15.7% |
| 3M | +16.4% | +6.6% | +9.8% | +14.7% |
| 6M | +51.5% | +2.4% | +49.1% | +50.2% |
| YTD | +33.9% | -1.7% | +35.7% | +33.7% |
| 1Y | +49.1% | +1.7% | +47.4% | +47.6% |
| 3Y | +144.6% | +26.6% | +118.0% | +129.4% |
| 5Y | +466.3% | +10.1% | +456.2% | +439.9% |
| 10Y | +2,024.1% | +303.3% | +1,720.9% | +1,383.4% |
| All | +21,908.6% | +40,328.9% | -18,420.2% | +6,024.2% |
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