+192.9%
XOM vs LOW
+233.5%
-40.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -3.7% | +7.8% | +5.2% |
| 30D | +4.6% | -8.9% | +13.4% | +7.2% |
| 3M | +14.0% | -10.4% | +24.4% | +16.9% |
| 6M | +11.0% | -19.4% | +30.4% | +16.7% |
| YTD | +40.7% | -17.1% | +57.8% | +46.2% |
| 1Y | +52.3% | -26.3% | +78.6% | +64.0% |
| 3Y | +60.5% | -9.9% | +70.3% | +59.2% |
| 5Y | +266.4% | +6.1% | +260.3% | +233.0% |
| All | +192.9% | +233.5% | -40.6% | +70.4% |
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