+249.6%
ALAB vs LOW
-1.3%
+250.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.4% | +10.4% | +13.1% |
| 7D | -5.6% | +6.4% | -12.0% | -6.6% |
| 30D | -36.6% | +25.6% | -62.2% | -39.9% |
| 3M | -35.1% | +4.6% | -39.7% | -35.3% |
| 6M | +8.5% | +2.5% | +6.0% | +8.7% |
| YTD | +30.4% | -1.6% | +32.0% | +30.6% |
| 1Y | +31.0% | +1.7% | +29.3% | +28.8% |
| All | +249.6% | -1.3% | +250.9% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling