+227.5%
LOW vs ELV
+280.2%
-52.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.7% | +3.2% | -6.9% | -4.7% |
| 30D | -8.9% | +5.4% | -14.2% | -10.4% |
| 3M | -10.4% | +5.4% | -15.8% | -12.5% |
| 6M | -19.4% | +45.7% | -65.1% | -29.3% |
| YTD | -17.1% | +21.2% | -38.3% | -23.5% |
| 1Y | -26.3% | +35.6% | -61.9% | -34.8% |
| 3Y | -9.9% | -2.0% | -7.9% | -13.6% |
| 5Y | +6.1% | +26.0% | -19.9% | -11.0% |
| All | +227.5% | +280.2% | -52.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling