+818.8%
SLB vs LOW
+39,052.6%
-38,233.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | -7.1% | +7.4% | -14.5% | -9.0% |
| 30D | +4.1% | +24.5% | -20.4% | -2.2% |
| 3M | -2.6% | +3.5% | -6.1% | -4.0% |
| 6M | -8.6% | -2.6% | -6.0% | -8.7% |
| YTD | +32.2% | -4.8% | +37.0% | +32.6% |
| 1Y | +40.7% | -0.8% | +41.5% | +39.4% |
| 3Y | -4.5% | +22.8% | -27.3% | -11.2% |
| 5Y | +66.4% | +5.3% | +61.1% | +58.4% |
| 10Y | -15.1% | +309.5% | -324.6% | -43.5% |
| All | +818.8% | +39,052.6% | -38,233.7% | +170.8% |
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 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