+4,391.7%
XOM vs LOW
+34,309.9%
-29,918.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | +3.4% | -9.3% | +12.7% | +5.4% |
| 3M | +11.0% | -8.1% | +19.1% | +12.5% |
| 6M | +10.6% | -19.8% | +30.4% | +14.6% |
| YTD | +39.2% | -16.4% | +55.6% | +42.8% |
| 1Y | +52.7% | -24.7% | +77.4% | +59.8% |
| 3Y | +56.8% | -8.8% | +65.6% | +56.4% |
| 5Y | +261.8% | +7.8% | +254.0% | +244.0% |
| 10Y | +191.3% | +233.8% | -42.5% | +116.5% |
| All | +4,391.7% | +34,309.9% | -29,918.2% | +1,767.6% |
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