+10.1%
LOW vs ECL
+39.3%
-29.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +1.0% | -2.3% | +3.2% | +2.4% |
| 30D | +25.6% | +8.3% | +17.3% | +20.0% |
| 3M | +5.3% | +8.4% | -3.1% | +0.6% |
| 6M | +3.7% | +23.3% | -19.5% | -7.9% |
| YTD | -1.9% | +18.2% | -20.1% | -10.6% |
| 1Y | +0.6% | +18.8% | -18.2% | -8.7% |
| 3Y | +26.4% | +78.5% | -52.1% | -9.8% |
| 5Y | +10.1% | +40.1% | -29.9% | -15.7% |
| All | +10.1% | +39.3% | -29.2% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling