+128.4%
TLT vs LOW
+1,695.6%
-1,567.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | +8.7% | -8.9% | +0.3% |
| 30D | +3.7% | +25.5% | -21.7% | +5.5% |
| 3M | -0.7% | +6.6% | -7.3% | -0.2% |
| 6M | -4.2% | +2.4% | -6.6% | -4.0% |
| YTD | -4.0% | -1.7% | -2.2% | -4.0% |
| 1Y | -5.8% | +1.7% | -7.5% | -5.5% |
| 3Y | +4.1% | +26.6% | -22.5% | +6.9% |
| 5Y | -34.8% | +10.1% | -44.9% | -33.7% |
| 10Y | -12.3% | +303.3% | -315.6% | +8.3% |
| All | +128.4% | +1,695.6% | -1,567.2% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling