+998.7%
XLE vs LOW
+2,730.4%
-1,731.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.7% | +8.7% | -15.4% | -9.3% |
| 30D | -4.4% | +25.5% | -29.9% | -11.3% |
| 3M | +4.0% | +6.6% | -2.6% | +1.3% |
| 6M | +13.2% | +2.4% | +10.7% | +10.8% |
| YTD | +41.9% | -1.7% | +43.6% | +39.7% |
| 1Y | +41.6% | +1.7% | +39.9% | +37.7% |
| 3Y | +64.0% | +26.6% | +37.4% | +46.6% |
| 5Y | +158.1% | +10.1% | +148.0% | +135.7% |
| 10Y | +163.9% | +303.3% | -139.3% | +54.6% |
| All | +998.7% | +2,730.4% | -1,731.6% | +289.4% |
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