+197.7%
ECL vs LII
+170.7%
+27.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | -0.5% | -1.2% | +0.6% | 0.0% |
| 30D | +8.8% | -2.0% | +10.8% | +9.2% |
| 3M | +7.8% | -20.2% | +28.1% | +17.3% |
| 6M | +21.3% | -32.5% | +53.8% | +38.4% |
| YTD | +17.8% | -27.4% | +45.2% | +29.0% |
| 1Y | +21.1% | -28.2% | +49.2% | +33.0% |
| 3Y | +80.1% | -7.2% | +87.3% | +65.2% |
| 5Y | +40.5% | +19.9% | +20.6% | +9.1% |
| 10Y | +197.7% | +168.6% | +29.1% | +73.6% |
| All | +197.7% | +170.7% | +27.0% | +73.6% |
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