-5.3%
ELV vs LII
+6.0%
-11.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -1.9% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +4.2% | -12.6% | +16.8% | +5.5% |
| 3M | -0.1% | -24.4% | +24.4% | +2.5% |
| 6M | +41.3% | -28.7% | +70.0% | +45.4% |
| YTD | +17.4% | -19.1% | +36.6% | +19.3% |
| 1Y | +35.1% | -29.7% | +64.8% | +38.5% |
| All | -5.3% | +6.0% | -11.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling