+313.8%
ELF vs LII
+176.2%
+137.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.5% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +27.0% | -12.6% | +39.6% | +36.0% |
| 3M | +113.2% | -24.4% | +137.6% | +141.4% |
| 6M | +36.6% | -28.7% | +65.3% | +57.8% |
| YTD | +44.2% | -19.1% | +63.4% | +54.9% |
| 1Y | -18.0% | -29.7% | +11.7% | -5.3% |
| 3Y | -19.9% | +4.8% | -24.7% | -25.9% |
| 5Y | +257.7% | +24.6% | +233.1% | +192.5% |
| All | +313.8% | +176.2% | +137.6% | +124.1% |
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