+820.5%
XLB vs LOW
+2,380.0%
-1,559.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -0.7% |
| 30D | -0.4% | -7.0% | +6.7% | +2.4% |
| 3M | +2.0% | -0.9% | +2.8% | +2.1% |
| 6M | +1.8% | -20.1% | +21.9% | +10.3% |
| YTD | +16.6% | -13.9% | +30.5% | +22.5% |
| 1Y | +16.9% | -21.1% | +38.1% | +26.9% |
| 3Y | +32.6% | -6.6% | +39.2% | +33.5% |
| 5Y | +35.6% | +9.4% | +26.3% | +26.7% |
| 10Y | +160.0% | +220.5% | -60.5% | +54.7% |
| All | +820.5% | +2,380.0% | -1,559.4% | +155.8% |
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