+34.4%
TSLA vs LOW
-9.4%
+43.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | +11.2% | -9.3% | +20.4% | +16.0% |
| 3M | -7.3% | -8.1% | +0.8% | -4.3% |
| 6M | -7.7% | -19.8% | +12.0% | +1.6% |
| YTD | -18.2% | -16.4% | -1.8% | -12.5% |
| 1Y | +6.0% | -24.7% | +30.7% | +20.7% |
| All | +34.4% | -9.4% | +43.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling