+47.7%
XLE vs LOW
-0.7%
+48.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | +1.4% | +4.0% | +5.7% |
| 30D | -3.9% | +21.7% | -25.6% | -0.3% |
| 3M | +7.0% | +5.0% | +2.0% | +8.2% |
| 6M | +14.2% | +4.6% | +9.6% | +15.9% |
| YTD | +48.2% | -3.5% | +51.7% | +49.6% |
| 1Y | +47.7% | +0.5% | +47.1% | +49.2% |
| All | +47.7% | -0.7% | +48.4% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling