+1,024.7%
XLE vs LOW
+2,380.0%
-1,355.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.7% |
| 30D | +11.8% | -7.0% | +18.8% | +14.2% |
| 3M | +9.8% | -0.9% | +10.7% | +9.3% |
| 6M | +15.6% | -20.1% | +35.7% | +22.3% |
| YTD | +45.3% | -13.9% | +59.2% | +49.7% |
| 1Y | +48.3% | -21.1% | +69.4% | +56.8% |
| 3Y | +55.4% | -6.6% | +62.1% | +53.6% |
| 5Y | +216.1% | +9.4% | +206.7% | +190.0% |
| 10Y | +178.4% | +220.5% | -42.1% | +75.6% |
| All | +1,024.7% | +2,380.0% | -1,355.2% | +317.5% |
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