+1,106.7%
XLY vs LOW
+2,287.4%
-1,180.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.7% | -3.7% | +2.0% | +0.2% |
| 30D | -4.2% | -8.9% | +4.7% | +0.3% |
| 3M | -2.7% | -10.4% | +7.7% | +2.3% |
| 6M | -0.6% | -19.4% | +18.8% | +9.7% |
| YTD | -5.0% | -17.1% | +12.1% | +3.0% |
| 1Y | -4.1% | -26.3% | +22.2% | +9.9% |
| 3Y | +33.6% | -9.9% | +43.5% | +37.1% |
| 5Y | +28.7% | +6.1% | +22.6% | +21.0% |
| 10Y | +219.6% | +230.8% | -11.2% | +60.5% |
| All | +1,106.7% | +2,287.4% | -1,180.7% | +99.7% |
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