+1,580.3%
LLY vs EFV
+162.1%
+1,418.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -3.1% | -0.5% | -2.6% | -2.8% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | -1.6% | +8.4% | -10.1% | -5.7% |
| 6M | +11.8% | +12.3% | -0.5% | +5.3% |
| YTD | +5.1% | +17.4% | -12.3% | -3.2% |
| 1Y | +50.7% | +27.1% | +23.6% | +33.5% |
| 3Y | +95.7% | +90.7% | +5.0% | +42.1% |
| 5Y | +390.2% | +95.6% | +294.6% | +247.3% |
| 10Y | +1,580.3% | +165.3% | +1,415.0% | +880.9% |
| All | +1,580.3% | +162.1% | +1,418.2% | +880.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling