+248.8%
XLF vs LOW
+233.5%
+15.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -3.7% | +2.3% | +0.1% |
| 30D | -1.2% | -8.9% | +7.7% | +2.7% |
| 3M | +9.2% | -10.4% | +19.6% | +13.8% |
| 6M | +16.3% | -19.4% | +35.7% | +26.2% |
| YTD | +5.4% | -17.1% | +22.6% | +12.5% |
| 1Y | +7.6% | -26.3% | +33.9% | +20.5% |
| 3Y | +74.2% | -9.9% | +84.1% | +75.3% |
| 5Y | +66.1% | +6.1% | +60.0% | +51.8% |
| All | +248.8% | +233.5% | +15.4% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling