+139.2%
SLB vs LOW
+8.3%
+130.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | +13.6% | -10.1% | +23.7% | +17.1% |
| 3M | +1.5% | -2.9% | +4.3% | +1.8% |
| 6M | +23.0% | -19.4% | +42.4% | +30.6% |
| YTD | +51.2% | -15.4% | +66.7% | +58.0% |
| 1Y | +63.5% | -24.9% | +88.4% | +77.0% |
| 3Y | +2.5% | -7.8% | +10.3% | +3.6% |
| 5Y | +139.2% | +8.4% | +130.8% | +109.8% |
| All | +139.2% | +8.3% | +130.9% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling