+443.8%
LLY vs ELF
+266.1%
+177.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.3% |
| 7D | -4.5% | +4.0% | -8.5% | -4.8% |
| 30D | +13.9% | +10.6% | +3.3% | +12.8% |
| 3M | +13.8% | +25.8% | -12.1% | +11.2% |
| 6M | +37.6% | +89.1% | -51.5% | +29.0% |
| YTD | +26.6% | +52.7% | -26.1% | +20.5% |
| 1Y | +45.3% | +51.7% | -6.4% | +38.2% |
| 3Y | +132.2% | +14.2% | +118.0% | +111.7% |
| All | +443.8% | +266.1% | +177.7% | +302.2% |
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