+101.8%
LOW vs ALC
+20.4%
+81.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -0.6% | -5.3% | +4.7% | +1.8% |
| 30D | -9.3% | -7.1% | -2.2% | -6.2% |
| 3M | -8.1% | +0.8% | -8.9% | -8.5% |
| 6M | -19.8% | -16.0% | -3.8% | -13.8% |
| YTD | -16.4% | -12.7% | -3.6% | -12.1% |
| 1Y | -24.7% | -12.8% | -11.8% | -21.0% |
| 3Y | -8.8% | -15.8% | +7.0% | -5.6% |
| 5Y | +7.8% | -16.7% | +24.4% | +9.3% |
| All | +101.8% | +20.4% | +81.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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