-9.9%
LOW vs ELV
-2.1%
-7.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.7% | +3.2% | -6.9% | -4.0% |
| 30D | -8.9% | +5.4% | -14.2% | -9.4% |
| 3M | -10.4% | +5.4% | -15.8% | -11.1% |
| 6M | -19.4% | +45.7% | -65.1% | -23.3% |
| YTD | -17.1% | +21.2% | -38.3% | -19.4% |
| 1Y | -26.3% | +35.6% | -61.9% | -29.5% |
| 3Y | -9.9% | -2.0% | -7.9% | -10.8% |
| All | -9.9% | -2.1% | -7.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling