+818.4%
SLB vs LOW
+40,328.9%
-39,510.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | +8.7% | -12.9% | -6.5% |
| 30D | +1.9% | +25.5% | -23.5% | -4.4% |
| 3M | -5.7% | +6.6% | -12.3% | -7.7% |
| 6M | -5.3% | +2.4% | -7.8% | -6.8% |
| YTD | +32.2% | -1.7% | +33.9% | +31.4% |
| 1Y | +38.5% | +1.7% | +36.8% | +36.3% |
| 3Y | +1.1% | +26.6% | -25.4% | -6.7% |
| 5Y | +70.3% | +10.1% | +60.1% | +60.2% |
| 10Y | -17.3% | +303.3% | -320.6% | -44.8% |
| All | +818.4% | +40,328.9% | -39,510.5% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling