+1,890.4%
ECL vs LII
+2,790.7%
-900.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +8.9% | -4.6% | +13.5% | +10.1% |
| 3M | +7.4% | -21.7% | +29.1% | +14.5% |
| 6M | +19.3% | -32.8% | +52.1% | +31.3% |
| YTD | +17.4% | -27.5% | +45.0% | +25.8% |
| 1Y | +19.4% | -28.0% | +47.4% | +28.0% |
| 3Y | +80.5% | -7.2% | +87.7% | +75.9% |
| 5Y | +40.2% | +22.6% | +17.6% | +25.0% |
| 10Y | +207.8% | +171.5% | +36.3% | +122.7% |
| All | +1,890.4% | +2,790.7% | -900.2% | +733.6% |
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