+64.9%
EL vs LII
+166.2%
-101.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +7.6% | +0.4% | +7.2% | +7.5% |
| 30D | +15.7% | -2.4% | +18.1% | +16.2% |
| 3M | +30.5% | -17.5% | +48.0% | +40.8% |
| 6M | +32.5% | -32.8% | +65.4% | +52.8% |
| YTD | +9.4% | -27.7% | +37.1% | +21.7% |
| 1Y | +28.4% | -28.1% | +56.4% | +42.9% |
| 3Y | +4.4% | -9.7% | +14.1% | +3.1% |
| 5Y | -64.5% | +19.5% | -84.0% | -70.3% |
| 10Y | +64.9% | +170.6% | -105.7% | +5.0% |
| All | +64.9% | +166.2% | -101.4% | +5.0% |
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