+286.6%
ELF vs LII
+166.1%
+120.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +5.0% | -0.6% | +5.6% | +4.4% |
| 3M | +22.6% | -17.0% | +39.6% | +33.7% |
| 6M | +104.0% | -31.1% | +135.1% | +139.4% |
| YTD | +49.3% | -27.7% | +77.0% | +68.5% |
| 1Y | +46.0% | -26.2% | +72.2% | +62.9% |
| 3Y | +19.4% | -9.6% | +29.0% | +19.0% |
| 5Y | +262.0% | +15.7% | +246.4% | +205.4% |
| All | +286.6% | +166.1% | +120.5% | +125.7% |
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