+1,019.2%
XLE vs LOW
+2,727.1%
-1,707.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.2% | +1.0% | -1.2% | -0.5% |
| 30D | -4.0% | +25.6% | -29.6% | -10.9% |
| 3M | +4.6% | +5.3% | -0.7% | +2.3% |
| 6M | +12.3% | +3.7% | +8.6% | +9.6% |
| YTD | +44.5% | -1.9% | +46.4% | +42.3% |
| 1Y | +42.4% | +0.6% | +41.8% | +38.9% |
| 3Y | +67.0% | +26.4% | +40.6% | +49.3% |
| 5Y | +161.9% | +10.1% | +151.8% | +139.2% |
| 10Y | +173.9% | +301.3% | -127.4% | +60.7% |
| All | +1,019.2% | +2,727.1% | -1,707.8% | +296.8% |
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