+552.8%
XLP vs LOW
+2,641.0%
-2,088.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +0.7% | +7.4% | -6.7% | -0.9% |
| 30D | +10.3% | +24.5% | -14.2% | +4.9% |
| 3M | +6.5% | +3.5% | +3.1% | +5.6% |
| 6M | +8.4% | -2.6% | +11.0% | +8.7% |
| YTD | +18.2% | -4.8% | +23.0% | +18.9% |
| 1Y | +22.4% | -0.8% | +23.2% | +21.9% |
| 3Y | +41.9% | +22.8% | +19.1% | +33.5% |
| 5Y | +40.9% | +5.3% | +35.6% | +35.4% |
| 10Y | +128.4% | +309.5% | -181.1% | +57.3% |
| All | +552.8% | +2,641.0% | -2,088.2% | +179.2% |
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 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