-9.1%
LOW vs XME
+132.9%
-142.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -9.3% | +1.4% | -10.7% | -9.7% |
| 3M | -8.1% | +2.7% | -10.8% | -8.9% |
| 6M | -19.8% | +6.5% | -26.3% | -21.7% |
| YTD | -16.4% | +15.2% | -31.6% | -20.7% |
| 1Y | -24.7% | +43.5% | -68.2% | -34.0% |
| All | -9.1% | +132.9% | -142.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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