+2,077.5%
LLY vs ELV
+268.6%
+1,808.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +6.6% | +1.0% | +5.7% | +6.3% |
| 30D | +19.4% | +0.4% | +19.0% | +19.2% |
| 3M | +19.6% | +8.4% | +11.2% | +16.7% |
| 6M | +42.6% | +8.4% | +34.1% | +38.5% |
| YTD | +35.0% | +24.4% | +10.6% | +24.9% |
| 1Y | +42.0% | +33.5% | +8.5% | +28.6% |
| 3Y | +140.5% | -2.1% | +142.6% | +133.4% |
| 5Y | +479.9% | +5.8% | +474.1% | +443.1% |
| All | +2,077.5% | +268.6% | +1,808.9% | +1,569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling