-1.1%
TLT vs LOW
-8.4%
+7.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -0.3% | -10.1% | +9.8% | +1.6% |
| 3M | -1.7% | -2.9% | +1.1% | -1.4% |
| 6M | -4.9% | -19.4% | +14.5% | -1.3% |
| YTD | -2.8% | -15.4% | +12.6% | -0.3% |
| 1Y | -4.2% | -24.9% | +20.7% | +0.7% |
| 3Y | -1.1% | -7.8% | +6.7% | -4.7% |
| All | -1.1% | -8.4% | +7.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling