+142.5%
XLC vs LOW
+143.5%
-1.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -0.8% | -1.7% | +0.9% | -0.2% |
| 30D | +1.0% | -7.0% | +8.1% | +4.0% |
| 3M | -0.7% | -0.9% | +0.2% | -0.7% |
| 6M | -5.1% | -20.1% | +14.9% | +3.1% |
| YTD | -4.3% | -13.9% | +9.6% | +0.4% |
| 1Y | -0.6% | -21.1% | +20.6% | +7.9% |
| 3Y | +72.7% | -6.6% | +79.3% | +70.8% |
| 5Y | +38.0% | +9.4% | +28.6% | +25.3% |
| All | +142.5% | +143.5% | -1.1% | +43.6% |
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