+37.6%
XLC vs LOW
+7.0%
+30.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -0.9% | -9.3% | +8.4% | +2.8% |
| 3M | -0.3% | -8.1% | +7.7% | +2.7% |
| 6M | -5.2% | -19.8% | +14.6% | +2.6% |
| YTD | -5.3% | -16.4% | +11.1% | +0.2% |
| 1Y | -2.8% | -24.7% | +21.9% | +7.3% |
| 3Y | +71.2% | -8.8% | +80.0% | +69.4% |
| 5Y | +37.6% | +7.8% | +29.8% | +21.2% |
| All | +37.6% | +7.0% | +30.6% | +21.2% |
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 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