+5.2%
LOW vs ELAN
-30.9%
+36.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.2% |
| 7D | -3.7% | -5.4% | +1.7% | -2.6% |
| 30D | -8.9% | +4.7% | -13.6% | -9.8% |
| 3M | -10.4% | -3.7% | -6.8% | -10.0% |
| 6M | -19.4% | -1.2% | -18.2% | -20.0% |
| YTD | -17.1% | +2.4% | -19.5% | -18.4% |
| 1Y | -26.3% | +23.4% | -49.6% | -30.4% |
| 3Y | -9.9% | +96.7% | -106.6% | -27.2% |
| All | +5.2% | -30.9% | +36.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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