+28.3%
EL vs SPY
+312.5%
-284.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | -2.4% | -0.4% | -2.0% | -2.0% |
| 30D | +13.7% | -1.4% | +15.0% | +15.5% |
| 3M | +14.5% | +3.7% | +10.8% | +10.0% |
| 6M | +7.4% | +13.0% | -5.6% | -6.1% |
| YTD | -4.7% | +12.4% | -17.1% | -15.9% |
| 1Y | +12.9% | +18.5% | -5.6% | -5.9% |
| 3Y | -32.2% | +77.6% | -109.9% | -63.2% |
| 5Y | -68.4% | +81.7% | -150.1% | -82.9% |
| 10Y | +28.3% | +319.7% | -291.4% | -68.5% |
| All | +28.3% | +312.5% | -284.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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