+144.6%
LLY vs ELV
-0.6%
+145.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.0% |
| 7D | +1.6% | +3.8% | -2.2% | +1.0% |
| 30D | +21.5% | +4.1% | +17.3% | +20.7% |
| 3M | +16.4% | +8.5% | +7.9% | +15.0% |
| 6M | +51.5% | +14.6% | +36.9% | +48.2% |
| YTD | +33.9% | +24.4% | +9.6% | +28.9% |
| 1Y | +49.1% | +44.2% | +4.9% | +40.8% |
| 3Y | +144.6% | -1.4% | +146.0% | +144.5% |
| All | +144.6% | -0.6% | +145.2% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling