-26.3%
LOW vs EL
+12.6%
-38.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.7% | -6.5% | +2.8% | -2.6% |
| 30D | -8.9% | +11.1% | -20.0% | -10.7% |
| 3M | -10.4% | +10.7% | -21.1% | -12.3% |
| 6M | -19.4% | +6.9% | -26.3% | -21.2% |
| YTD | -17.1% | -6.3% | -10.8% | -18.1% |
| 1Y | -26.3% | +13.5% | -39.7% | -28.6% |
| All | -26.3% | +12.6% | -38.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling