+14.0%
XLB vs LOW
-25.3%
+39.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.5% | -2.6% | -0.9% | -2.6% |
| 30D | -4.7% | -11.1% | +6.5% | -0.5% |
| 3M | +2.7% | -8.5% | +11.2% | +5.9% |
| 6M | +2.6% | -20.8% | +23.4% | +11.2% |
| YTD | +12.8% | -17.2% | +30.1% | +19.9% |
| 1Y | +14.0% | -24.7% | +38.7% | +27.2% |
| All | +14.0% | -25.3% | +39.2% | +27.2% |
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