+8.4%
LOW vs ALB
-43.6%
+52.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | +0.4% | -4.4% | +4.8% | +0.9% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -2.9% | -13.3% | +10.5% | -1.3% |
| 6M | -19.4% | -19.8% | +0.4% | -17.9% |
| YTD | -15.4% | -7.9% | -7.5% | -16.3% |
| 1Y | -24.9% | +60.2% | -85.1% | -32.9% |
| 3Y | -7.8% | -26.4% | +18.6% | -9.3% |
| 5Y | +8.4% | -42.5% | +50.9% | +10.2% |
| All | +8.4% | -43.6% | +52.0% | +10.2% |
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