+144.6%
LLY vs EFA
+66.8%
+77.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +1.6% | +1.2% | +0.4% | +0.9% |
| 30D | +21.5% | +0.9% | +20.5% | +20.8% |
| 3M | +16.4% | -3.4% | +19.8% | +18.8% |
| 6M | +51.5% | +2.0% | +49.5% | +48.7% |
| YTD | +33.9% | +10.4% | +23.5% | +24.0% |
| 1Y | +49.1% | +13.3% | +35.8% | +35.5% |
| 3Y | +144.6% | +65.9% | +78.7% | +84.7% |
| All | +144.6% | +66.8% | +77.8% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling