+57.3%
LLY vs EFA
+16.9%
+40.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | +10.1% | +2.0% | +8.1% | +9.1% |
| 30D | +24.0% | +1.6% | +22.4% | +23.1% |
| 3M | +27.3% | -1.5% | +28.8% | +28.0% |
| 6M | +47.0% | +6.6% | +40.3% | +40.0% |
| YTD | +32.6% | +11.8% | +20.8% | +21.6% |
| 1Y | +57.3% | +16.9% | +40.5% | +39.1% |
| All | +57.3% | +16.9% | +40.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling