+1,067.6%
LLY vs ELAN
-28.2%
+1,095.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -2.9% | -5.4% | +2.5% | -2.2% |
| 30D | -8.4% | +4.7% | -13.1% | -9.0% |
| 3M | -3.8% | -3.7% | -0.1% | -3.5% |
| 6M | +11.9% | -1.2% | +13.1% | +11.3% |
| YTD | +4.3% | +2.4% | +1.9% | +3.1% |
| 1Y | +48.5% | +23.4% | +25.1% | +43.0% |
| 3Y | +91.2% | +96.7% | -5.5% | +65.4% |
| 5Y | +387.5% | -30.6% | +418.1% | +404.0% |
| All | +1,067.6% | -28.2% | +1,095.7% | +1,072.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling