+128.8%
XLP vs LOW
+328.1%
-199.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | 0.0% |
| 7D | +0.1% | +6.4% | -6.3% | -1.6% |
| 30D | +8.9% | +25.6% | -16.6% | +2.6% |
| 3M | +7.5% | +4.6% | +2.9% | +6.0% |
| 6M | +9.4% | +2.5% | +6.9% | +8.3% |
| YTD | +19.3% | -1.6% | +20.9% | +18.9% |
| 1Y | +21.7% | +1.7% | +20.0% | +20.2% |
| 3Y | +44.0% | +29.4% | +14.5% | +32.0% |
| 5Y | +42.8% | +9.6% | +33.2% | +34.4% |
| 10Y | +128.8% | +313.3% | -184.5% | +57.7% |
| All | +128.8% | +328.1% | -199.3% | +57.7% |
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