-19.4%
LOW vs NLY
+4.2%
-23.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -3.7% | -4.0% | +0.3% | -0.2% |
| 30D | -8.9% | -5.2% | -3.6% | -4.4% |
| 3M | -10.4% | +2.8% | -13.2% | -12.5% |
| 6M | -19.4% | +4.2% | -23.6% | -22.1% |
| All | -19.4% | +4.2% | -23.6% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling