+38.5%
SLB vs LOW
+1.9%
+36.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | +8.7% | -12.9% | -5.5% |
| 30D | +1.9% | +25.5% | -23.5% | -2.6% |
| 3M | -5.7% | +6.6% | -12.3% | -6.4% |
| 6M | -5.3% | +2.4% | -7.8% | -4.7% |
| YTD | +32.2% | -1.7% | +33.9% | +34.2% |
| 1Y | +38.5% | +1.7% | +36.8% | +39.3% |
| All | +38.5% | +1.9% | +36.6% | +39.3% |
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