+38.7%
ECL vs LII
+19.4%
+19.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +8.6% | -2.4% | +11.0% | +9.1% |
| 3M | +7.9% | -17.5% | +25.4% | +14.7% |
| 6M | +21.0% | -32.8% | +53.9% | +35.9% |
| YTD | +17.5% | -27.7% | +45.2% | +27.3% |
| 1Y | +19.7% | -28.1% | +47.7% | +29.6% |
| 3Y | +77.4% | -9.7% | +87.1% | +61.3% |
| 5Y | +38.7% | +19.5% | +19.2% | +1.8% |
| All | +38.7% | +19.4% | +19.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling