+293.0%
LOW vs DLR
+188.2%
+104.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +1.4% | +3.3% | -1.9% | +0.3% |
| 30D | +21.7% | +4.6% | +17.1% | +19.6% |
| 3M | +5.0% | -8.3% | +13.3% | +7.7% |
| 6M | +4.6% | -5.6% | +10.2% | +5.6% |
| YTD | -3.5% | +18.7% | -22.2% | -10.5% |
| 1Y | +0.5% | +17.1% | -16.6% | -6.4% |
| 3Y | +24.8% | +54.4% | -29.5% | +1.5% |
| 5Y | +6.5% | +36.5% | -30.0% | -11.4% |
| All | +293.0% | +188.2% | +104.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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