+3,333.9%
LLY vs EFA
+376.6%
+2,957.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | +21.5% | +0.9% | +20.5% | +20.9% |
| 3M | +16.4% | -3.4% | +19.8% | +18.6% |
| 6M | +51.5% | +2.0% | +49.5% | +49.2% |
| YTD | +33.9% | +10.4% | +23.5% | +26.0% |
| 1Y | +49.1% | +13.3% | +35.8% | +38.3% |
| 3Y | +144.6% | +65.9% | +78.7% | +82.8% |
| 5Y | +466.3% | +51.5% | +414.9% | +339.1% |
| 10Y | +2,024.1% | +144.1% | +1,880.0% | +1,137.0% |
| All | +3,333.9% | +376.6% | +2,957.3% | +1,071.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling