+49.8%
LLY vs EFA
+17.9%
+31.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -3.2% | -2.4% | -0.8% | -2.0% |
| 30D | -7.4% | -2.2% | -5.2% | -6.4% |
| 3M | -1.0% | +5.7% | -6.7% | -4.7% |
| 6M | +12.5% | +8.2% | +4.3% | +5.9% |
| YTD | +5.0% | +11.8% | -6.8% | -4.3% |
| 1Y | +49.8% | +18.3% | +31.5% | +26.2% |
| All | +49.8% | +17.9% | +31.8% | +26.2% |
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