+227.5%
LOW vs NLY
+81.8%
+145.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.7% | -4.0% | +0.3% | -2.0% |
| 30D | -8.9% | -5.2% | -3.6% | -6.7% |
| 3M | -10.4% | +2.8% | -13.2% | -11.4% |
| 6M | -19.4% | +4.2% | -23.6% | -20.7% |
| YTD | -17.1% | +4.7% | -21.8% | -18.6% |
| 1Y | -26.3% | +12.7% | -39.0% | -29.9% |
| 3Y | -9.9% | +62.5% | -72.4% | -26.5% |
| 5Y | +6.1% | +26.3% | -20.2% | -6.2% |
| All | +227.5% | +81.8% | +145.7% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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