+169.4%
XLV vs LOW
+233.5%
-64.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -3.7% | +0.2% | -2.4% |
| 30D | -1.8% | -8.9% | +7.0% | +0.9% |
| 3M | +7.8% | -10.4% | +18.2% | +11.1% |
| 6M | +9.1% | -19.4% | +28.5% | +15.8% |
| YTD | +7.7% | -17.1% | +24.9% | +13.1% |
| 1Y | +20.4% | -26.3% | +46.7% | +30.7% |
| 3Y | +30.8% | -9.9% | +40.7% | +31.9% |
| 5Y | +34.6% | +6.1% | +28.5% | +26.7% |
| All | +169.4% | +233.5% | -64.1% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling