+21.8%
EL vs LII
-28.0%
+49.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +10.8% | -0.6% | +11.4% | +10.5% |
| 3M | +26.5% | -17.0% | +43.5% | +34.3% |
| 6M | +31.1% | -31.1% | +62.3% | +43.6% |
| YTD | +6.6% | -27.7% | +34.3% | +14.8% |
| 1Y | +21.8% | -26.2% | +48.0% | +30.4% |
| All | +21.8% | -28.0% | +49.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling