+233.8%
LOW vs ALB
+80.1%
+153.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -0.6% | -8.6% | +8.0% | +1.0% |
| 30D | -9.3% | -4.0% | -5.2% | -8.7% |
| 3M | -8.1% | -17.4% | +9.3% | -5.3% |
| 6M | -19.8% | -25.4% | +5.6% | -16.5% |
| YTD | -16.4% | -10.5% | -5.8% | -16.9% |
| 1Y | -24.7% | +75.8% | -100.5% | -35.9% |
| 3Y | -8.8% | -28.5% | +19.7% | -10.9% |
| 5Y | +7.8% | -45.1% | +52.9% | +7.3% |
| 10Y | +233.8% | +87.3% | +146.5% | +116.8% |
| All | +233.8% | +80.1% | +153.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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