+283.6%
LOW vs ELF
+391.6%
-108.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.5% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | +21.7% | +9.1% | +12.6% | +19.9% |
| 3M | +5.0% | +28.2% | -23.2% | +0.7% |
| 6M | +4.6% | +119.5% | -114.9% | -8.4% |
| YTD | -3.5% | +55.2% | -58.6% | -11.5% |
| 1Y | +0.5% | +58.6% | -58.0% | -8.3% |
| 3Y | +24.8% | +21.3% | +3.5% | +8.3% |
| 5Y | +6.5% | +276.2% | -269.8% | -29.0% |
| 10Y | +294.6% | +337.0% | -42.4% | +122.6% |
| All | +283.6% | +391.6% | -108.0% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling