+40.1%
ALAB vs LOW
-25.6%
+65.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +3.9% |
| 7D | +9.6% | -0.6% | +10.3% | +9.6% |
| 30D | -5.3% | -9.3% | +4.0% | -6.5% |
| 3M | -12.0% | -8.1% | -4.0% | -12.9% |
| 6M | +145.7% | -19.8% | +165.5% | +140.2% |
| YTD | +80.7% | -16.4% | +97.0% | +79.6% |
| 1Y | +40.1% | -24.7% | +64.8% | +34.4% |
| All | +40.1% | -25.6% | +65.7% | +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