+29.5%
XLB vs LOW
-0.5%
+30.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.0% | -0.2% |
| 7D | +3.9% | +15.6% | -11.7% | -1.4% |
| 30D | +8.9% | +28.6% | -19.7% | -0.7% |
| 3M | +4.1% | +5.8% | -1.7% | +1.9% |
| 6M | +7.3% | +3.8% | +3.5% | +5.6% |
| YTD | +20.4% | -2.8% | +23.2% | +20.8% |
| 1Y | +29.5% | -1.4% | +30.9% | +29.3% |
| All | +29.5% | -0.5% | +30.0% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling