+227.1%
LOW vs ECL
+155.8%
+71.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.6% | -2.6% | 0.0% | -1.1% |
| 30D | -11.1% | -4.6% | -6.6% | -8.6% |
| 3M | -8.5% | +6.0% | -14.5% | -11.5% |
| 6M | -20.8% | -3.0% | -17.9% | -19.3% |
| YTD | -17.2% | +4.0% | -21.2% | -19.0% |
| 1Y | -24.7% | +2.0% | -26.7% | -25.7% |
| 3Y | -9.7% | +53.9% | -63.7% | -31.0% |
| 5Y | +6.0% | +27.1% | -21.1% | -11.4% |
| All | +227.1% | +155.8% | +71.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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