+1,347.0%
OXY vs LOW
+34,691.1%
-33,344.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +8.5% | -10.1% | +18.6% | +11.2% |
| 3M | +6.0% | -2.9% | +8.9% | +6.1% |
| 6M | +13.0% | -19.4% | +32.4% | +17.5% |
| YTD | +48.9% | -15.4% | +64.3% | +52.8% |
| 1Y | +36.4% | -24.9% | +61.4% | +43.9% |
| 3Y | -2.3% | -7.8% | +5.5% | -2.9% |
| 5Y | +160.6% | +8.4% | +152.2% | +145.1% |
| 10Y | +2.0% | +226.8% | -224.8% | -25.6% |
| All | +1,347.0% | +34,691.1% | -33,344.1% | +410.5% |
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 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