+63.3%
SLB vs LOW
-25.6%
+88.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -1.9% | -0.6% | -1.2% | -1.7% |
| 30D | +7.8% | -9.3% | +17.1% | +10.2% |
| 3M | +2.7% | -8.1% | +10.7% | +4.1% |
| 6M | +22.2% | -19.8% | +41.9% | +30.3% |
| YTD | +51.1% | -16.4% | +67.5% | +58.6% |
| 1Y | +63.3% | -24.7% | +88.0% | +70.5% |
| All | +63.3% | -25.6% | +88.9% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling