-29.8%
ELAN vs LII
+21.2%
-51.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.6% |
| 7D | -4.6% | +0.5% | -5.1% | -4.8% |
| 30D | +5.7% | -11.2% | +16.9% | +11.5% |
| 3M | -3.9% | -28.8% | +24.9% | +9.7% |
| 6M | -1.6% | -26.9% | +25.3% | +10.6% |
| YTD | +4.1% | -22.2% | +26.3% | +13.0% |
| 1Y | +25.5% | -32.0% | +57.5% | +44.5% |
| 3Y | +103.2% | -0.4% | +103.6% | +81.9% |
| 5Y | -29.8% | +22.4% | -52.2% | -47.3% |
| All | -29.8% | +21.2% | -51.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling