+958.5%
SLB vs LOW
+35,323.5%
-34,365.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +0.8% | -1.7% | +2.6% | +1.3% |
| 30D | +15.8% | -7.0% | +22.9% | +18.0% |
| 3M | -0.3% | -0.9% | +0.5% | -0.5% |
| 6M | +21.3% | -20.1% | +41.4% | +28.1% |
| YTD | +52.3% | -13.9% | +66.2% | +57.5% |
| 1Y | +63.6% | -21.1% | +84.7% | +73.0% |
| 3Y | +3.8% | -6.6% | +10.4% | +4.2% |
| 5Y | +128.6% | +9.4% | +119.3% | +116.4% |
| 10Y | -3.1% | +220.5% | -223.6% | -31.3% |
| All | +958.5% | +35,323.5% | -34,365.0% | +221.7% |
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