+131.2%
TLT vs LOW
+1,473.3%
-1,342.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | -0.4% | -1.7% | +1.3% | -0.6% |
| 30D | -0.6% | -7.0% | +6.5% | -1.1% |
| 3M | -2.7% | -0.9% | -1.9% | -2.7% |
| 6M | -5.6% | -20.1% | +14.4% | -7.2% |
| YTD | -2.8% | -13.9% | +11.1% | -3.7% |
| 1Y | -1.4% | -21.1% | +19.7% | -3.1% |
| 3Y | -1.6% | -6.6% | +5.0% | -1.6% |
| 5Y | -33.8% | +9.4% | -43.2% | -32.4% |
| 10Y | -21.1% | +220.5% | -241.6% | -4.7% |
| All | +131.2% | +1,473.3% | -1,342.0% | +268.3% |
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