+95.6%
LOW vs ELAN
-29.1%
+124.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -2.6% | -6.4% | +3.8% | -1.0% |
| 30D | -11.1% | +0.6% | -11.7% | -11.4% |
| 3M | -8.5% | 0.0% | -8.5% | -8.9% |
| 6M | -20.8% | -3.4% | -17.4% | -21.1% |
| YTD | -17.2% | +1.0% | -18.2% | -18.7% |
| 1Y | -24.7% | +24.7% | -49.4% | -30.2% |
| 3Y | -9.7% | +97.2% | -107.0% | -31.0% |
| 5Y | +6.0% | -31.5% | +37.5% | +10.4% |
| All | +95.6% | -29.1% | +124.7% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling