+51.2%
MSFT vs LOW
-8.4%
+59.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.0% | -10.1% | +9.1% | +0.1% |
| 3M | +20.2% | -2.9% | +23.0% | +20.4% |
| 6M | +21.3% | -19.4% | +40.7% | +24.3% |
| YTD | +2.8% | -15.4% | +18.2% | +4.1% |
| 1Y | 0.0% | -24.9% | +24.9% | +3.6% |
| 3Y | +51.2% | -7.8% | +59.0% | +54.5% |
| All | +51.2% | -8.4% | +59.6% | +54.5% |
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