+41.9%
XLP vs LOW
+22.6%
+19.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +0.7% | +7.4% | -6.7% | -1.1% |
| 30D | +10.3% | +24.5% | -14.2% | +4.3% |
| 3M | +6.5% | +3.5% | +3.1% | +5.3% |
| 6M | +8.4% | -2.6% | +11.0% | +8.4% |
| YTD | +18.2% | -4.8% | +23.0% | +18.5% |
| 1Y | +22.4% | -0.8% | +23.2% | +21.6% |
| 3Y | +41.9% | +22.8% | +19.1% | +35.2% |
| All | +41.9% | +22.6% | +19.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling