+631.5%
XLU vs LOW
+2,287.4%
-1,655.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 6M | -7.0% | -19.4% | +12.4% | -2.8% |
| YTD | +0.6% | -17.1% | +17.7% | +4.3% |
| 1Y | +2.4% | -26.3% | +28.7% | +8.8% |
| 3Y | +46.3% | -9.9% | +56.1% | +47.2% |
| 5Y | +44.0% | +6.1% | +37.8% | +38.1% |
| 10Y | +140.1% | +230.8% | -90.8% | +74.2% |
| All | +631.5% | +2,287.4% | -1,655.9% | +236.1% |
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