+52.6%
XOM vs LOW
-0.5%
+53.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.5% | -12.1% | -2.9% |
| 7D | -7.0% | +15.6% | -22.6% | -4.0% |
| 30D | +3.2% | +28.6% | -25.4% | +8.7% |
| 3M | +10.7% | +5.8% | +4.8% | +12.2% |
| 6M | +11.6% | +3.8% | +7.8% | +13.4% |
| YTD | +43.5% | -2.8% | +46.3% | +45.3% |
| 1Y | +52.6% | -1.4% | +54.0% | +55.0% |
| All | +52.6% | -0.5% | +53.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling