+361.5%
LLY vs ELV
+14.2%
+347.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -5.1% | +2.0% | -7.0% | -5.5% |
| 3M | -2.1% | -3.5% | +1.4% | -1.6% |
| 6M | +13.8% | +40.2% | -26.3% | +4.6% |
| YTD | +5.1% | +15.8% | -10.7% | +0.5% |
| 1Y | +53.1% | +33.2% | +19.9% | +41.2% |
| 3Y | +95.6% | -6.2% | +101.9% | +94.1% |
| 5Y | +361.5% | +16.4% | +345.1% | +341.1% |
| All | +361.5% | +14.2% | +347.3% | +341.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling