+301.3%
LOW vs ALB
+35.3%
+265.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +25.6% | -2.6% | +28.2% | +26.0% |
| 3M | +5.3% | -25.6% | +30.9% | +10.8% |
| 6M | +3.7% | -54.0% | +57.8% | +19.0% |
| YTD | -1.9% | -31.6% | +29.7% | +2.3% |
| 1Y | +0.6% | -6.6% | +7.1% | -2.1% |
| 3Y | +26.4% | -14.0% | +40.4% | +16.4% |
| 5Y | +10.1% | -62.5% | +72.7% | +19.0% |
| 10Y | +301.3% | +36.3% | +265.0% | +182.7% |
| All | +301.3% | +35.3% | +265.9% | +182.7% |
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