-31.9%
ELAN vs LII
+93.8%
-125.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | -6.6% | -12.6% | +6.0% | -0.8% |
| 3M | -0.8% | -24.4% | +23.6% | +10.0% |
| 6M | +0.2% | -28.7% | +28.9% | +14.1% |
| YTD | +8.3% | -19.1% | +27.4% | +15.7% |
| 1Y | +40.2% | -29.7% | +69.9% | +59.0% |
| 3Y | +97.7% | +4.8% | +93.0% | +78.0% |
| 5Y | -28.3% | +24.6% | -52.8% | -42.6% |
| All | -31.9% | +93.8% | -125.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling