+128.1%
DAL vs LOW
+328.1%
-200.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +3.4% |
| 7D | +10.0% | +6.4% | +3.7% | +6.5% |
| 30D | +12.0% | +25.6% | -13.5% | -1.0% |
| 3M | +0.8% | +4.6% | -3.8% | -1.8% |
| 6M | +26.2% | +2.5% | +23.6% | +24.0% |
| YTD | +33.7% | -1.6% | +35.3% | +33.8% |
| 1Y | +57.6% | +1.7% | +55.8% | +54.5% |
| 3Y | +183.5% | +29.4% | +154.0% | +143.3% |
| 5Y | +114.2% | +9.6% | +104.6% | +96.5% |
| 10Y | +128.1% | +313.3% | -185.2% | +2.8% |
| All | +128.1% | +328.1% | -200.0% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling