+20,705.6%
LLY vs LOW
+39,052.6%
-18,347.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.5% | +7.4% | -11.9% | -6.0% |
| 30D | +13.9% | +24.5% | -10.6% | +8.6% |
| 3M | +13.8% | +3.5% | +10.3% | +12.8% |
| 6M | +37.6% | -2.6% | +40.2% | +37.9% |
| YTD | +26.6% | -4.8% | +31.4% | +27.2% |
| 1Y | +45.3% | -0.8% | +46.2% | +44.6% |
| 3Y | +132.2% | +22.8% | +109.4% | +119.2% |
| 5Y | +434.7% | +5.3% | +429.4% | +414.6% |
| 10Y | +2,084.3% | +309.5% | +1,774.8% | +1,421.1% |
| All | +20,705.6% | +39,052.6% | -18,347.0% | +5,728.7% |
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 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