+42.2%
LLY vs EFA
+11.8%
+30.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | +2.2% | +4.5% | +5.7% |
| 30D | +19.6% | +1.4% | +18.2% | +18.9% |
| 3M | +19.7% | -4.2% | +23.9% | +21.8% |
| 6M | +42.7% | +1.9% | +40.8% | +40.4% |
| YTD | +35.1% | +10.2% | +24.9% | +26.0% |
| 1Y | +42.2% | +12.8% | +29.4% | +30.7% |
| All | +42.2% | +11.8% | +30.4% | +30.7% |
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