+119.2%
ORLY vs LOW
+5.4%
+113.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -2.4% | -3.7% | +1.4% | -1.1% |
| 30D | -6.8% | -8.9% | +2.1% | -3.8% |
| 3M | -4.8% | -10.4% | +5.7% | -1.2% |
| 6M | -9.1% | -19.4% | +10.3% | -2.5% |
| YTD | -5.9% | -17.1% | +11.2% | -0.2% |
| 1Y | -20.4% | -26.3% | +5.9% | -12.3% |
| 3Y | +36.6% | -9.9% | +46.5% | +38.6% |
| All | +119.2% | +5.4% | +113.8% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling