+392.2%
DAL vs LOW
+941.2%
-549.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +3.0% |
| 7D | +8.8% | +7.4% | +1.4% | +3.6% |
| 30D | +5.4% | +24.5% | -19.1% | -9.5% |
| 3M | -4.9% | +3.5% | -8.4% | -7.5% |
| 6M | +19.8% | -2.6% | +22.4% | +21.1% |
| YTD | +27.0% | -4.8% | +31.8% | +29.5% |
| 1Y | +52.5% | -0.8% | +53.3% | +50.6% |
| 3Y | +173.8% | +22.8% | +151.0% | +130.6% |
| 5Y | +104.5% | +5.3% | +99.2% | +85.6% |
| 10Y | +129.7% | +309.5% | -179.8% | -34.9% |
| All | +392.2% | +941.2% | -549.0% | -55.3% |
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