+1,664.4%
LOW vs ELV
+2,409.5%
-745.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | -10.1% | +2.0% | -12.1% | -10.7% |
| 3M | -2.9% | -3.5% | +0.6% | -2.5% |
| 6M | -19.4% | +40.2% | -59.6% | -28.5% |
| YTD | -15.4% | +15.8% | -31.3% | -20.9% |
| 1Y | -24.9% | +33.2% | -58.1% | -33.2% |
| 3Y | -7.8% | -6.2% | -1.6% | -10.6% |
| 5Y | +8.4% | +16.4% | -8.0% | -4.6% |
| 10Y | +226.8% | +259.8% | -33.0% | +90.5% |
| All | +1,664.4% | +2,409.5% | -745.1% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling