+1,545.2%
LLY vs EL
+31.4%
+1,513.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -5.1% | +15.5% | -20.6% | -7.5% |
| 3M | -2.1% | +20.6% | -22.6% | -5.4% |
| 6M | +13.8% | +10.5% | +3.4% | +11.0% |
| YTD | +5.1% | -1.9% | +7.0% | +4.3% |
| 1Y | +53.1% | +16.1% | +37.0% | +47.2% |
| 3Y | +95.6% | -30.2% | +125.9% | +96.5% |
| 5Y | +361.5% | -67.4% | +428.9% | +435.6% |
| 10Y | +1,545.2% | +31.2% | +1,513.9% | +1,338.2% |
| All | +1,545.2% | +31.4% | +1,513.8% | +1,338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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