+24.3%
XLP vs LOW
-0.5%
+24.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.5% | -4.1% | +1.0% |
| 7D | +5.9% | +15.6% | -9.7% | +1.3% |
| 30D | +13.5% | +28.6% | -15.1% | +5.3% |
| 3M | +8.4% | +5.8% | +2.6% | +6.1% |
| 6M | +11.5% | +3.8% | +7.7% | +9.4% |
| YTD | +20.6% | -2.8% | +23.4% | +19.8% |
| 1Y | +24.3% | -1.4% | +25.7% | +23.2% |
| All | +24.3% | -0.5% | +24.8% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling