+365.7%
ALAB vs LOW
-15.1%
+380.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.2% | -6.4% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | -13.6% | -10.1% | -3.5% | -11.0% |
| 3M | -16.6% | -2.9% | -13.7% | -17.0% |
| 6M | +142.3% | -19.4% | +161.7% | +159.0% |
| YTD | +73.6% | -15.4% | +89.1% | +79.6% |
| 1Y | +33.7% | -24.9% | +58.6% | +48.1% |
| All | +365.7% | -15.1% | +380.8% | +320.6% |
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 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