+7.8%
LOW vs ELF
+230.6%
-222.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -0.6% | -6.8% | +6.2% | +0.4% |
| 30D | -9.3% | +5.1% | -14.3% | -10.0% |
| 3M | -8.1% | +79.8% | -87.8% | -15.7% |
| 6M | -19.8% | +29.7% | -49.5% | -23.4% |
| YTD | -16.4% | +31.6% | -48.0% | -20.6% |
| 1Y | -24.7% | -27.9% | +3.2% | -23.5% |
| 3Y | -8.8% | -26.4% | +17.6% | -14.4% |
| 5Y | +7.8% | +235.6% | -227.8% | -39.0% |
| All | +7.8% | +230.6% | -222.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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