+364.2%
ELF vs LII
+170.7%
+193.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.6% |
| 7D | +7.8% | -1.2% | +9.0% | +8.4% |
| 30D | +9.3% | -2.0% | +11.2% | +9.5% |
| 3M | +21.2% | -20.2% | +41.4% | +35.1% |
| 6M | +96.1% | -32.5% | +128.6% | +132.8% |
| YTD | +57.0% | -27.4% | +84.3% | +76.8% |
| 1Y | +61.9% | -28.2% | +90.0% | +83.3% |
| 3Y | +20.0% | -7.2% | +27.2% | +17.8% |
| 5Y | +284.8% | +19.9% | +264.8% | +218.0% |
| 10Y | +364.2% | +168.6% | +195.6% | +155.9% |
| All | +364.2% | +170.7% | +193.5% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling