+46.3%
XLU vs LOW
-10.2%
+56.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | -3.3% | -8.9% | +5.6% | -1.3% |
| 3M | -3.2% | -10.4% | +7.3% | -0.9% |
| 6M | -7.0% | -19.4% | +12.4% | -2.7% |
| YTD | +0.6% | -17.1% | +17.7% | +4.2% |
| 1Y | +2.4% | -26.3% | +28.7% | +9.4% |
| 3Y | +46.3% | -9.9% | +56.1% | +39.5% |
| All | +46.3% | -10.2% | +56.4% | +39.5% |
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