+140.8%
LLY vs ELAN
+150.7%
-10.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +6.7% | +4.0% | +2.7% | +6.4% |
| 30D | +19.6% | +18.8% | +0.8% | +17.7% |
| 3M | +19.7% | +19.0% | +0.7% | +17.8% |
| 6M | +42.7% | +22.8% | +19.9% | +39.9% |
| YTD | +35.1% | +18.3% | +16.8% | +32.5% |
| 1Y | +42.2% | +21.8% | +20.4% | +39.0% |
| 3Y | +140.8% | +153.8% | -13.1% | +116.1% |
| All | +140.8% | +150.7% | -10.0% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling