+8,414.9%
LOW vs EL
+1,800.1%
+6,614.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | +21.3% | +10.8% | +10.5% | +17.1% |
| 3M | +6.0% | +26.5% | -20.5% | -2.8% |
| 6M | +2.6% | +31.1% | -28.5% | -7.5% |
| YTD | -3.6% | +6.6% | -10.2% | -8.6% |
| 1Y | -1.0% | +21.8% | -22.8% | -10.6% |
| 3Y | +24.2% | +1.8% | +22.4% | +10.9% |
| 5Y | +6.3% | -65.6% | +71.9% | +35.6% |
| 10Y | +294.1% | +60.3% | +233.8% | +182.8% |
| All | +8,414.9% | +1,800.1% | +6,614.9% | +2,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling