+415.1%
XLF vs LOW
+2,335.7%
-1,920.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -0.5% | -10.1% | +9.6% | +4.5% |
| 3M | +10.6% | -2.9% | +13.5% | +11.5% |
| 6M | +14.3% | -19.4% | +33.7% | +25.3% |
| YTD | +5.5% | -15.4% | +21.0% | +12.5% |
| 1Y | +9.6% | -24.9% | +34.5% | +23.3% |
| 3Y | +75.2% | -7.8% | +83.0% | +74.8% |
| 5Y | +65.5% | +8.4% | +57.1% | +48.9% |
| 10Y | +246.4% | +226.8% | +19.7% | +66.0% |
| All | +415.1% | +2,335.7% | -1,920.6% | -11.4% |
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