-17.3%
SLB vs LOW
+309.5%
-326.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | +8.7% | -12.9% | -7.8% |
| 30D | +1.9% | +25.5% | -23.5% | -8.2% |
| 3M | -5.7% | +6.6% | -12.3% | -8.9% |
| 6M | -5.3% | +2.4% | -7.8% | -7.7% |
| YTD | +32.2% | -1.7% | +33.9% | +30.7% |
| 1Y | +38.5% | +1.7% | +36.8% | +34.7% |
| 3Y | +1.1% | +26.6% | -25.4% | -12.6% |
| 5Y | +70.3% | +10.1% | +60.1% | +51.5% |
| 10Y | -17.3% | +303.3% | -320.6% | -60.6% |
| All | -17.3% | +309.5% | -326.8% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling