-1.4%
LOW vs BND
-0.5%
-0.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +6.0% |
| 7D | +15.6% | +0.4% | +15.2% | +13.9% |
| 30D | +28.6% | +2.3% | +26.3% | +19.2% |
| 3M | +5.8% | -1.0% | +6.8% | +9.2% |
| 6M | +3.8% | -0.9% | +4.7% | +7.1% |
| YTD | -2.8% | -0.9% | -1.9% | +0.9% |
| 1Y | -1.4% | -0.5% | -0.9% | +1.9% |
| All | -1.4% | -0.5% | -0.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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