+2,080.1%
LLY vs EFA
+147.0%
+1,933.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | +2.2% | +4.5% | +5.4% |
| 30D | +19.6% | +1.4% | +18.2% | +18.7% |
| 3M | +19.7% | -4.2% | +23.9% | +22.6% |
| 6M | +42.7% | +1.9% | +40.8% | +40.5% |
| YTD | +35.1% | +10.2% | +24.9% | +27.0% |
| 1Y | +42.2% | +12.8% | +29.4% | +31.8% |
| 3Y | +140.8% | +65.2% | +75.6% | +79.5% |
| 5Y | +480.6% | +49.8% | +430.7% | +355.0% |
| All | +2,080.1% | +147.0% | +1,933.1% | +1,071.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling