+63.0%
EL vs LII
+172.8%
-109.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +0.3% | -2.3% | +2.6% | +1.2% |
| 30D | +12.3% | -1.7% | +14.0% | +12.5% |
| 3M | +28.4% | -18.3% | +46.7% | +39.1% |
| 6M | +36.7% | -32.3% | +69.1% | +57.1% |
| YTD | +8.4% | -27.1% | +35.5% | +20.1% |
| 1Y | +25.4% | -27.2% | +52.6% | +38.9% |
| 3Y | +3.4% | -8.9% | +12.4% | +1.7% |
| 5Y | -64.8% | +19.7% | -84.4% | -70.5% |
| 10Y | +63.0% | +168.9% | -105.9% | +3.5% |
| All | +63.0% | +172.8% | -109.8% | +3.5% |
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