+483.3%
LLY vs ELF
+272.3%
+211.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +0.9% |
| 7D | +6.7% | +1.6% | +5.2% | +6.6% |
| 30D | +19.6% | +9.1% | +10.5% | +18.6% |
| 3M | +19.7% | +28.2% | -8.5% | +16.9% |
| 6M | +42.7% | +119.5% | -76.8% | +32.1% |
| YTD | +35.1% | +55.2% | -20.0% | +28.4% |
| 1Y | +42.2% | +58.6% | -16.4% | +34.7% |
| 3Y | +140.8% | +21.3% | +119.5% | +117.9% |
| All | +483.3% | +272.3% | +211.0% | +332.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling