+1,076.2%
LLY vs ELAN
-25.7%
+1,101.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -5.1% | +8.4% | -13.4% | -6.1% |
| 3M | -2.1% | +1.2% | -3.3% | -2.5% |
| 6M | +13.8% | +2.6% | +11.2% | +12.6% |
| YTD | +5.1% | +5.9% | -0.8% | +3.4% |
| 1Y | +53.1% | +25.8% | +27.3% | +47.1% |
| 3Y | +95.6% | +106.8% | -11.2% | +68.0% |
| 5Y | +361.5% | -29.3% | +390.8% | +376.6% |
| All | +1,076.2% | -25.7% | +1,101.9% | +1,076.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling