+6.4%
OXY vs LOW
+233.5%
-227.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | -3.7% | +6.6% | +4.4% |
| 30D | +5.5% | -8.9% | +14.3% | +9.4% |
| 3M | +11.3% | -10.4% | +21.7% | +15.3% |
| 6M | +11.6% | -19.4% | +31.0% | +19.4% |
| YTD | +51.6% | -17.1% | +68.7% | +59.3% |
| 1Y | +36.2% | -26.3% | +62.5% | +50.8% |
| 3Y | +1.7% | -9.9% | +11.6% | -0.2% |
| 5Y | +164.5% | +6.1% | +158.4% | +128.0% |
| All | +6.4% | +233.5% | -227.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling