+2,053.0%
LLY vs EFA
+146.6%
+1,906.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +4.6% | +1.3% | +3.3% | +3.9% |
| 30D | +22.4% | +0.5% | +21.8% | +22.0% |
| 3M | +17.1% | -4.1% | +21.3% | +19.9% |
| 6M | +44.6% | +2.4% | +42.2% | +42.0% |
| YTD | +33.5% | +10.0% | +23.4% | +25.5% |
| 1Y | +41.1% | +11.4% | +29.7% | +31.7% |
| 3Y | +143.8% | +65.4% | +78.4% | +81.6% |
| 5Y | +473.4% | +49.6% | +423.7% | +349.7% |
| All | +2,053.0% | +146.6% | +1,906.4% | +1,057.6% |
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