+55.3%
EL vs LII
+162.0%
-106.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.1% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +16.5% | -4.6% | +21.1% | +18.2% |
| 3M | +29.2% | -21.2% | +50.4% | +42.1% |
| 6M | +27.9% | -36.4% | +64.4% | +51.1% |
| YTD | +6.2% | -28.9% | +35.1% | +19.0% |
| 1Y | +27.2% | -29.5% | +56.7% | +42.8% |
| 3Y | +3.2% | -8.6% | +11.8% | +1.3% |
| 5Y | -66.0% | +20.2% | -86.2% | -71.6% |
| All | +55.3% | +162.0% | -106.6% | -1.3% |
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