+384.5%
ALAB vs LOW
-16.1%
+400.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +9.6% | -0.6% | +10.3% | +9.9% |
| 30D | -5.3% | -9.3% | +4.0% | -2.8% |
| 3M | -12.0% | -8.1% | -4.0% | -10.6% |
| 6M | +145.7% | -19.8% | +165.5% | +162.7% |
| YTD | +80.7% | -16.4% | +97.0% | +87.4% |
| 1Y | +40.1% | -24.7% | +64.8% | +54.2% |
| All | +384.5% | -16.1% | +400.6% | +338.9% |
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 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