+351.3%
DAL vs LOW
+842.1%
-490.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.9% |
| 7D | +0.1% | -1.7% | +1.9% | +1.4% |
| 30D | -13.9% | -7.0% | -6.9% | -9.6% |
| 3M | +1.1% | -0.9% | +2.0% | +1.3% |
| 6M | +26.2% | -20.1% | +46.3% | +46.2% |
| YTD | +16.4% | -13.9% | +30.3% | +27.5% |
| 1Y | +33.9% | -21.1% | +55.0% | +54.8% |
| 3Y | +93.4% | -6.6% | +100.0% | +97.0% |
| 5Y | +106.4% | +9.4% | +97.0% | +81.9% |
| 10Y | +143.0% | +220.5% | -77.5% | -16.9% |
| All | +351.3% | +842.1% | -490.8% | -55.9% |
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