+253.9%
XLI vs LOW
+233.5%
+20.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.7% | -3.7% | +2.1% | -0.1% |
| 30D | -7.3% | -8.9% | +1.6% | -3.6% |
| 3M | -1.3% | -10.4% | +9.1% | +2.9% |
| 6M | +2.2% | -19.4% | +21.6% | +11.3% |
| YTD | +11.7% | -17.1% | +28.8% | +19.8% |
| 1Y | +14.3% | -26.3% | +40.5% | +28.5% |
| 3Y | +70.3% | -9.9% | +80.2% | +72.8% |
| 5Y | +82.3% | +6.1% | +76.2% | +68.5% |
| All | +253.9% | +233.5% | +20.4% | +98.8% |
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 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