+135.4%
XLP vs LOW
+309.5%
-174.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +8.7% | -6.3% | +0.1% |
| 30D | +9.1% | +25.5% | -16.3% | +2.7% |
| 3M | +7.9% | +6.6% | +1.3% | +5.9% |
| 6M | +9.6% | +2.4% | +7.2% | +8.5% |
| YTD | +19.4% | -1.7% | +21.2% | +19.1% |
| 1Y | +22.4% | +1.7% | +20.7% | +20.9% |
| 3Y | +43.2% | +26.6% | +16.6% | +32.0% |
| 5Y | +42.6% | +10.1% | +32.4% | +34.0% |
| 10Y | +135.4% | +303.3% | -167.9% | +60.7% |
| All | +135.4% | +309.5% | -174.1% | +60.7% |
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