+148.7%
XLK vs LOW
+5.4%
+143.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -3.7% | +3.9% | +1.7% |
| 30D | -0.6% | -8.9% | +8.2% | +3.0% |
| 3M | +2.6% | -10.4% | +13.0% | +6.5% |
| 6M | +34.0% | -19.4% | +53.4% | +45.0% |
| YTD | +30.7% | -17.1% | +47.8% | +38.7% |
| 1Y | +39.2% | -26.3% | +65.5% | +55.9% |
| 3Y | +120.4% | -9.9% | +130.3% | +117.0% |
| All | +148.7% | +5.4% | +143.3% | +119.8% |
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 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