+51.7%
ELF vs LII
-29.2%
+81.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.3% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | +10.6% | -4.6% | +15.2% | +11.5% |
| 3M | +25.8% | -21.2% | +47.0% | +34.8% |
| 6M | +89.1% | -36.4% | +125.5% | +114.0% |
| YTD | +52.7% | -28.9% | +81.7% | +61.9% |
| 1Y | +51.7% | -29.5% | +81.3% | +61.8% |
| All | +51.7% | -29.2% | +81.0% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling