+53,560.1%
ORLY vs LOW
+16,946.1%
+36,614.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -6.7% | -9.3% | +2.6% | -3.2% |
| 3M | -3.8% | -8.1% | +4.3% | -0.9% |
| 6M | -9.0% | -19.8% | +10.7% | -1.6% |
| YTD | -5.6% | -16.4% | +10.7% | +0.3% |
| 1Y | -19.5% | -24.7% | +5.2% | -11.1% |
| 3Y | +34.7% | -8.8% | +43.6% | +35.9% |
| 5Y | +118.0% | +7.8% | +110.3% | +102.5% |
| 10Y | +364.1% | +233.8% | +130.3% | +167.7% |
| All | +53,560.1% | +16,946.1% | +36,614.0% | +12,047.6% |
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