+181.3%
XLE vs LOW
+225.8%
-44.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +8.5% | -9.3% | +17.8% | +12.2% |
| 3M | +14.6% | -8.1% | +22.7% | +17.2% |
| 6M | +17.6% | -19.8% | +37.3% | +25.5% |
| YTD | +48.1% | -16.4% | +64.5% | +55.0% |
| 1Y | +53.8% | -24.7% | +78.5% | +67.4% |
| 3Y | +56.2% | -8.8% | +65.0% | +54.1% |
| 5Y | +227.7% | +7.8% | +219.9% | +189.1% |
| 10Y | +181.3% | +233.8% | -52.5% | +45.2% |
| All | +181.3% | +225.8% | -44.5% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling