+14.7%
XLF vs LOW
-0.5%
+15.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +2.0% |
| 7D | +5.5% | +15.6% | -10.1% | +2.5% |
| 30D | +9.9% | +28.6% | -18.7% | +4.7% |
| 3M | +2.6% | +5.8% | -3.2% | +1.2% |
| 6M | +15.6% | +3.8% | +11.8% | +14.2% |
| YTD | +9.4% | -2.8% | +12.2% | +8.2% |
| 1Y | +14.7% | -1.4% | +16.1% | +12.9% |
| All | +14.7% | -0.5% | +15.2% | +12.9% |
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