+18.8%
ECL vs LII
-27.8%
+46.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -2.3% | -2.3% | 0.0% | -1.7% |
| 30D | +8.3% | -1.7% | +10.0% | +8.4% |
| 3M | +8.4% | -18.3% | +26.7% | +13.0% |
| 6M | +23.3% | -32.3% | +55.6% | +31.9% |
| YTD | +18.2% | -27.1% | +45.3% | +23.8% |
| 1Y | +18.8% | -27.2% | +46.0% | +24.2% |
| All | +18.8% | -27.8% | +46.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling