+361.5%
LLY vs EFA
+54.2%
+307.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -5.1% | -0.7% | -4.3% | -4.8% |
| 3M | -2.1% | +6.4% | -8.5% | -5.3% |
| 6M | +13.8% | +11.4% | +2.5% | +7.4% |
| YTD | +5.1% | +14.0% | -8.9% | -2.1% |
| 1Y | +53.1% | +20.2% | +32.9% | +38.9% |
| 3Y | +95.6% | +68.2% | +27.4% | +53.3% |
| 5Y | +361.5% | +54.8% | +306.7% | +277.6% |
| All | +361.5% | +54.2% | +307.3% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling