-2.6%
SLB vs LOW
+225.8%
-228.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -1.9% | -0.6% | -1.2% | -1.6% |
| 30D | +7.8% | -9.3% | +17.1% | +12.4% |
| 3M | +2.7% | -8.1% | +10.7% | +5.9% |
| 6M | +22.2% | -19.8% | +41.9% | +33.2% |
| YTD | +51.1% | -16.4% | +67.5% | +61.3% |
| 1Y | +63.3% | -24.7% | +88.0% | +82.5% |
| 3Y | +2.4% | -8.8% | +11.2% | +3.2% |
| 5Y | +139.3% | +7.8% | +131.6% | +113.4% |
| 10Y | -2.6% | +233.8% | -236.4% | -49.2% |
| All | -2.6% | +225.8% | -228.4% | -49.2% |
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