+58.1%
XLE vs LOW
+22.6%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -12.0% | +7.4% | -19.4% | -12.4% |
| 30D | -2.7% | +24.5% | -27.2% | -4.6% |
| 3M | +6.6% | +3.5% | +3.1% | +6.4% |
| 6M | +9.5% | -2.6% | +12.1% | +10.3% |
| YTD | +40.6% | -4.8% | +45.4% | +41.3% |
| 1Y | +43.6% | -0.8% | +44.4% | +42.8% |
| 3Y | +58.1% | +22.8% | +35.3% | +47.2% |
| All | +58.1% | +22.6% | +35.5% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling