+57.3%
LLY vs ELAN
+13.9%
+43.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.2% |
| 7D | +10.1% | +11.7% | -1.7% | +8.6% |
| 30D | +24.0% | +12.4% | +11.6% | +22.2% |
| 3M | +27.3% | -1.1% | +28.4% | +27.1% |
| 6M | +47.0% | +12.4% | +34.5% | +43.9% |
| YTD | +32.6% | +11.8% | +20.7% | +29.5% |
| 1Y | +57.3% | +12.5% | +44.9% | +53.2% |
| All | +57.3% | +13.9% | +43.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling