+508.9%
XLP vs LOW
+2,380.0%
-1,871.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -1.0% | -1.7% | +0.7% | -0.6% |
| 30D | -0.9% | -7.0% | +6.2% | +0.7% |
| 3M | +3.8% | -0.9% | +4.7% | +3.9% |
| 6M | -1.7% | -20.1% | +18.3% | +3.0% |
| YTD | +10.3% | -13.9% | +24.2% | +13.5% |
| 1Y | +7.8% | -21.1% | +28.9% | +13.0% |
| 3Y | +27.2% | -6.6% | +33.8% | +27.2% |
| 5Y | +32.5% | +9.4% | +23.2% | +26.4% |
| 10Y | +101.8% | +220.5% | -118.7% | +46.6% |
| All | +508.9% | +2,380.0% | -1,871.0% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling