+30.8%
XLV vs LOW
-10.2%
+41.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -3.7% | +0.2% | -2.6% |
| 30D | -1.8% | -8.9% | +7.0% | +0.6% |
| 3M | +7.8% | -10.4% | +18.2% | +10.8% |
| 6M | +9.1% | -19.4% | +28.5% | +15.1% |
| YTD | +7.7% | -17.1% | +24.9% | +12.3% |
| 1Y | +20.4% | -26.3% | +46.7% | +29.8% |
| 3Y | +30.8% | -9.9% | +40.7% | +32.9% |
| All | +30.8% | -10.2% | +41.0% | +32.9% |
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