+1,553.4%
LLY vs ELF
+357.0%
+1,196.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -2.1% | +5.4% | -7.5% | -2.6% |
| 30D | -1.6% | +27.0% | -28.6% | -3.5% |
| 3M | +2.3% | +113.2% | -110.9% | -3.9% |
| 6M | +14.9% | +36.6% | -21.7% | +11.4% |
| YTD | +7.5% | +44.2% | -36.8% | +3.6% |
| 1Y | +55.7% | -18.0% | +73.7% | +55.2% |
| 3Y | +110.6% | -19.9% | +130.5% | +103.2% |
| 5Y | +363.4% | +257.7% | +105.7% | +295.0% |
| All | +1,553.4% | +357.0% | +1,196.5% | +1,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling