+9.0%
LOW vs ECL
+28.1%
-19.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +0.4% | -0.8% | +1.1% | +0.8% |
| 30D | -10.1% | -2.5% | -7.6% | -8.8% |
| 3M | -2.9% | +8.3% | -11.2% | -7.0% |
| 6M | -19.4% | -1.1% | -18.3% | -18.8% |
| YTD | -15.4% | +6.5% | -22.0% | -18.2% |
| 1Y | -24.9% | +2.1% | -27.0% | -25.9% |
| 3Y | -7.8% | +57.6% | -65.4% | -28.8% |
| All | +9.0% | +28.1% | -19.1% | -14.2% |
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