+6.0%
LOW vs ALB
-62.3%
+68.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +7.4% | +9.1% | -1.7% | +6.1% |
| 30D | +24.5% | -3.4% | +27.9% | +24.9% |
| 3M | +3.5% | -20.6% | +24.1% | +6.5% |
| 6M | -2.6% | -48.2% | +45.6% | +6.1% |
| YTD | -4.8% | -29.2% | +24.4% | -2.5% |
| 1Y | -0.8% | +10.0% | -10.8% | -5.6% |
| 3Y | +22.8% | -12.9% | +35.7% | +14.8% |
| All | +6.0% | -62.3% | +68.4% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling