+1,712.8%
ECL vs LII
+3,124.4%
-1,411.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -2.2% | -12.6% | +10.4% | +1.5% |
| 3M | +10.1% | -24.4% | +34.5% | +17.7% |
| 6M | -5.7% | -28.7% | +23.0% | +2.0% |
| YTD | +7.0% | -19.1% | +26.1% | +11.5% |
| 1Y | +2.7% | -29.7% | +32.4% | +10.9% |
| 3Y | +57.7% | +4.8% | +52.9% | +48.8% |
| 5Y | +31.1% | +24.6% | +6.6% | +16.5% |
| 10Y | +150.9% | +169.2% | -18.3% | +81.4% |
| All | +1,712.8% | +3,124.4% | -1,411.6% | +638.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling