-27.6%
AAL vs LOW
+902.7%
-930.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | +1.4% | -1.5% | -1.0% |
| 30D | +11.7% | +21.7% | -10.0% | -4.4% |
| 3M | -12.5% | +5.0% | -17.6% | -16.1% |
| 6M | +3.6% | +4.6% | -1.0% | -0.3% |
| YTD | -14.1% | -3.5% | -10.6% | -12.4% |
| 1Y | +0.8% | +0.5% | +0.2% | -0.9% |
| 3Y | +11.8% | +24.8% | -13.0% | -8.8% |
| 5Y | -35.1% | +6.5% | -41.5% | -41.8% |
| 10Y | -68.3% | +294.6% | -362.8% | -92.8% |
| All | -27.6% | +902.7% | -930.3% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 all: compounded portfolio wealth divided by compounded LOW 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…
all analysis · Full analysis span regression · 6 months rolling