+466.3%
LLY vs ELV
+6.8%
+459.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.8% |
| 7D | +1.6% | +3.8% | -2.2% | +0.7% |
| 30D | +21.5% | +4.1% | +17.3% | +20.3% |
| 3M | +16.4% | +8.5% | +7.9% | +14.1% |
| 6M | +51.5% | +14.6% | +36.9% | +46.1% |
| YTD | +33.9% | +24.4% | +9.6% | +25.7% |
| 1Y | +49.1% | +44.2% | +4.9% | +34.7% |
| 3Y | +144.6% | -1.4% | +146.0% | +140.4% |
| 5Y | +466.3% | +8.8% | +457.6% | +428.0% |
| All | +466.3% | +6.8% | +459.5% | +428.0% |
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