-25.6%
ELAN vs LII
+75.3%
-100.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.6% |
| 7D | +4.0% | +2.9% | +1.1% | +2.7% |
| 30D | +18.8% | +0.9% | +17.8% | +17.6% |
| 3M | +19.0% | -15.5% | +34.5% | +27.4% |
| 6M | +22.8% | -30.2% | +53.1% | +40.2% |
| YTD | +18.3% | -26.8% | +45.2% | +31.3% |
| 1Y | +21.8% | -25.3% | +47.1% | +33.6% |
| 3Y | +153.8% | -7.8% | +161.6% | +141.3% |
| 5Y | -18.9% | +17.0% | -35.9% | -33.6% |
| All | -25.6% | +75.3% | -100.9% | -51.6% |
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