+2,833.2%
LLY vs ELV
+2,444.2%
+388.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.1% | +3.3% | -5.5% | -3.1% |
| 30D | -1.6% | +4.2% | -5.8% | -2.8% |
| 3M | +2.3% | -0.1% | +2.4% | +1.8% |
| 6M | +14.9% | +41.3% | -26.4% | +3.2% |
| YTD | +7.5% | +17.4% | -10.0% | +1.2% |
| 1Y | +55.7% | +35.1% | +20.6% | +40.3% |
| 3Y | +110.6% | -3.2% | +113.8% | +104.2% |
| 5Y | +363.4% | +15.6% | +347.8% | +321.1% |
| 10Y | +1,649.0% | +276.8% | +1,372.2% | +973.0% |
| All | +2,833.2% | +2,444.2% | +388.9% | +925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling