-7.1%
LOW vs ALB
-29.2%
+22.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.7% |
| 7D | -1.7% | -8.1% | +6.3% | -0.9% |
| 30D | -7.0% | +6.3% | -13.3% | -7.8% |
| 3M | -0.9% | -23.6% | +22.7% | +1.7% |
| 6M | -20.1% | -24.6% | +4.5% | -18.4% |
| YTD | -13.9% | -10.3% | -3.6% | -14.5% |
| 1Y | -21.1% | +61.5% | -82.6% | -28.2% |
| All | -7.1% | -29.2% | +22.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling