-24.7%
LOW vs XRT
-2.3%
-22.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -2.6% | -3.6% | +0.9% | +0.3% |
| 30D | -11.1% | -6.7% | -4.5% | -6.1% |
| 3M | -8.5% | -1.4% | -7.1% | -7.2% |
| 6M | -20.8% | +1.7% | -22.6% | -21.6% |
| YTD | -17.2% | -1.5% | -15.7% | -16.2% |
| 1Y | -24.7% | -2.5% | -22.3% | -24.2% |
| All | -24.7% | -2.3% | -22.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling