+57.3%
LLY vs ELF
-3.2%
+60.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +10.1% | -1.5% | +11.6% | +10.2% |
| 30D | +24.0% | +9.5% | +14.5% | +23.4% |
| 3M | +27.3% | +29.4% | -2.1% | +25.2% |
| 6M | +47.0% | +83.7% | -36.8% | +41.0% |
| YTD | +32.6% | +49.4% | -16.9% | +28.7% |
| 1Y | +57.3% | -3.9% | +61.3% | +52.9% |
| All | +57.3% | -3.2% | +60.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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