+301.7%
ELF vs LII
+169.1%
+132.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.3% |
| 7D | +1.6% | +2.9% | -1.4% | +0.1% |
| 30D | +9.1% | +0.9% | +8.2% | +7.7% |
| 3M | +28.2% | -15.5% | +43.7% | +38.6% |
| 6M | +119.5% | -30.2% | +149.7% | +155.9% |
| YTD | +55.2% | -26.8% | +82.0% | +74.1% |
| 1Y | +58.6% | -25.3% | +83.9% | +75.8% |
| 3Y | +21.3% | -7.8% | +29.0% | +19.7% |
| 5Y | +276.2% | +17.0% | +259.2% | +215.6% |
| All | +301.7% | +169.1% | +132.6% | +133.2% |
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