+62.1%
DAL vs LOW
-0.5%
+62.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.5% | -0.3% | +3.1% |
| 7D | +11.1% | +15.6% | -4.6% | +3.0% |
| 30D | +7.7% | +28.6% | -20.9% | -5.6% |
| 3M | -3.5% | +5.8% | -9.4% | -6.3% |
| 6M | +31.3% | +3.8% | +27.5% | +28.2% |
| YTD | +30.0% | -2.8% | +32.8% | +34.1% |
| 1Y | +62.1% | -1.4% | +63.5% | +66.7% |
| All | +62.1% | -0.5% | +62.5% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling