-20.7%
TLT vs LOW
+233.5%
-254.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.6% |
| 30D | -1.1% | -8.9% | +7.7% | -1.1% |
| 3M | -4.9% | -10.4% | +5.6% | -4.8% |
| 6M | -5.0% | -19.4% | +14.4% | -5.0% |
| YTD | -4.4% | -17.1% | +12.8% | -4.3% |
| 1Y | -6.4% | -26.3% | +19.9% | -6.4% |
| 3Y | -2.0% | -9.9% | +7.9% | -1.8% |
| 5Y | -35.0% | +6.1% | -41.1% | -34.1% |
| All | -20.7% | +233.5% | -254.2% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling