+37.8%
ALAB vs LOW
+1.3%
+36.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +3.4% | +1.0% | +2.5% | +3.4% |
| 30D | -28.8% | +25.6% | -54.4% | -26.7% |
| 3M | -26.0% | +5.3% | -31.3% | -24.3% |
| 6M | +11.4% | +3.7% | +7.6% | +15.2% |
| YTD | +38.8% | -1.9% | +40.7% | +40.0% |
| 1Y | +37.8% | +0.6% | +37.2% | +34.4% |
| All | +37.8% | +1.3% | +36.6% | +34.4% |
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 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