+259.8%
ELV vs LII
+167.7%
+92.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -0.3% | +2.1% | -2.4% | -0.8% |
| 30D | +2.0% | -12.4% | +14.4% | +5.3% |
| 3M | -3.5% | -24.8% | +21.3% | +2.6% |
| 6M | +40.2% | -25.2% | +65.4% | +48.3% |
| YTD | +15.8% | -20.3% | +36.1% | +20.2% |
| 1Y | +33.2% | -32.9% | +66.1% | +44.5% |
| 3Y | -6.2% | +2.0% | -8.3% | -14.8% |
| 5Y | +16.4% | +24.4% | -8.0% | -3.5% |
| 10Y | +259.8% | +167.2% | +92.5% | +121.5% |
| All | +259.8% | +167.7% | +92.0% | +121.5% |
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