+821.1%
XLB vs LOW
+2,679.8%
-1,858.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | +5.2% | +21.7% | -16.5% | -2.6% |
| 3M | +0.3% | +5.0% | -4.7% | -1.8% |
| 6M | +1.2% | +4.6% | -3.4% | -1.1% |
| YTD | +16.6% | -3.5% | +20.1% | +17.1% |
| 1Y | +21.4% | +0.5% | +20.9% | +19.9% |
| 3Y | +43.2% | +24.8% | +18.4% | +28.9% |
| 5Y | +28.0% | +6.5% | +21.6% | +20.5% |
| 10Y | +164.8% | +294.6% | -129.8% | +45.5% |
| All | +821.1% | +2,679.8% | -1,858.8% | +144.4% |
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 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