+11,511.2%
LMT vs LOW
+34,691.1%
-23,179.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -8.2% | -10.1% | +1.9% | -6.7% |
| 3M | +3.7% | -2.9% | +6.6% | +4.1% |
| 6M | -19.2% | -19.4% | +0.2% | -16.6% |
| YTD | +12.9% | -15.4% | +28.3% | +15.5% |
| 1Y | +19.8% | -24.9% | +44.7% | +24.8% |
| 3Y | +37.3% | -7.8% | +45.1% | +37.1% |
| 5Y | +74.4% | +8.4% | +66.0% | +67.3% |
| 10Y | +188.9% | +226.8% | -37.9% | +127.6% |
| All | +11,511.2% | +34,691.1% | -23,179.8% | +5,400.7% |
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