+314.5%
ELF vs LII
+147.7%
+166.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -1.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.9% |
| 30D | +6.9% | -4.6% | +11.5% | +8.6% |
| 3M | +27.2% | -21.7% | +48.8% | +43.0% |
| 6M | +84.9% | -32.8% | +117.7% | +119.9% |
| YTD | +44.5% | -27.5% | +72.0% | +62.9% |
| 1Y | -6.8% | -28.0% | +21.2% | +5.4% |
| 3Y | +14.2% | -7.2% | +21.5% | +12.2% |
| 5Y | +250.6% | +22.6% | +228.0% | +187.0% |
| 10Y | +318.0% | +171.5% | +146.5% | +133.6% |
| All | +314.5% | +147.7% | +166.9% | +135.7% |
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 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