+32.0%
EL vs LII
+168.6%
-136.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.1% |
| 30D | +19.8% | -12.6% | +32.4% | +26.9% |
| 3M | +25.7% | -24.4% | +50.1% | +38.9% |
| 6M | +5.4% | -28.7% | +34.2% | +18.8% |
| YTD | +0.2% | -19.1% | +19.4% | +6.9% |
| 1Y | +20.4% | -29.7% | +50.1% | +35.9% |
| 3Y | -32.1% | +4.8% | -36.9% | -37.2% |
| 5Y | -67.2% | +24.6% | -91.7% | -72.9% |
| All | +32.0% | +168.6% | -136.6% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling