+137.8%
LLY vs ELF
+19.5%
+118.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +4.6% | +3.4% | +1.2% | +4.3% |
| 30D | +22.4% | +5.0% | +17.4% | +21.9% |
| 3M | +17.1% | +22.6% | -5.4% | +15.2% |
| 6M | +44.6% | +104.0% | -59.3% | +36.3% |
| YTD | +33.5% | +49.3% | -15.9% | +28.3% |
| 1Y | +41.1% | +46.0% | -4.9% | +35.7% |
| All | +137.8% | +19.5% | +118.3% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling