+35.0%
XLB vs LOW
+7.0%
+28.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -3.4% | -9.3% | +5.9% | +0.7% |
| 3M | +1.6% | -8.1% | +9.7% | +5.1% |
| 6M | +3.6% | -19.8% | +23.4% | +13.3% |
| YTD | +14.2% | -16.4% | +30.6% | +22.3% |
| 1Y | +15.6% | -24.7% | +40.2% | +29.4% |
| 3Y | +33.1% | -8.8% | +41.9% | +34.7% |
| 5Y | +35.0% | +7.8% | +27.3% | +20.4% |
| All | +35.0% | +7.0% | +28.0% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling