-9.1%
LOW vs EL
-32.9%
+23.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -0.6% | -2.4% | +1.7% | -0.2% |
| 30D | -9.3% | +13.7% | -22.9% | -11.5% |
| 3M | -8.1% | +14.5% | -22.6% | -10.5% |
| 6M | -19.8% | +7.4% | -27.2% | -21.5% |
| YTD | -16.4% | -4.7% | -11.7% | -16.9% |
| 1Y | -24.7% | +12.9% | -37.6% | -27.6% |
| All | -9.1% | -32.9% | +23.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling