+78.2%
ECL vs LII
-8.2%
+86.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +2.9% | +2.9% | -0.1% | +2.2% |
| 30D | +7.5% | +0.9% | +6.6% | +7.0% |
| 3M | +12.2% | -15.5% | +27.8% | +16.2% |
| 6M | +24.6% | -30.2% | +54.8% | +33.0% |
| YTD | +18.8% | -26.8% | +45.6% | +25.0% |
| 1Y | +19.3% | -25.3% | +44.6% | +24.9% |
| 3Y | +78.2% | -7.8% | +86.0% | +84.0% |
| All | +78.2% | -8.2% | +86.4% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling