+788.5%
XLK vs LOW
+233.5%
+555.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -3.7% | +3.9% | +1.8% |
| 30D | -0.6% | -8.9% | +8.2% | +3.3% |
| 3M | +2.6% | -10.4% | +13.0% | +6.8% |
| 6M | +34.0% | -19.4% | +53.4% | +45.3% |
| YTD | +30.7% | -17.1% | +47.8% | +39.2% |
| 1Y | +39.2% | -26.3% | +65.5% | +55.8% |
| 3Y | +120.4% | -9.9% | +130.3% | +120.2% |
| 5Y | +148.8% | +6.1% | +142.7% | +127.1% |
| All | +788.5% | +233.5% | +555.0% | +423.7% |
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