+196.5%
ECL vs LII
+172.8%
+23.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -2.3% | -2.3% | 0.0% | -1.4% |
| 30D | +8.3% | -1.7% | +10.0% | +8.6% |
| 3M | +8.4% | -18.3% | +26.7% | +16.8% |
| 6M | +23.3% | -32.3% | +55.6% | +40.5% |
| YTD | +18.2% | -27.1% | +45.3% | +29.3% |
| 1Y | +18.8% | -27.2% | +46.0% | +29.7% |
| 3Y | +78.5% | -8.9% | +87.4% | +65.3% |
| 5Y | +40.1% | +19.7% | +20.4% | +8.9% |
| 10Y | +196.5% | +168.9% | +27.6% | +71.1% |
| All | +196.5% | +172.8% | +23.7% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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