+80.4%
XLI vs LOW
+5.8%
+74.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -2.3% | -2.6% | +0.3% | -1.3% |
| 30D | -8.2% | -11.1% | +3.0% | -3.8% |
| 3M | +0.8% | -8.5% | +9.3% | +4.0% |
| 6M | +0.8% | -20.8% | +21.7% | +10.1% |
| YTD | +10.5% | -17.2% | +27.7% | +18.1% |
| 1Y | +14.1% | -24.7% | +38.9% | +26.6% |
| 3Y | +68.6% | -9.7% | +78.3% | +70.2% |
| 5Y | +80.4% | +6.0% | +74.4% | +66.6% |
| All | +80.4% | +5.8% | +74.6% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling