+2,049.9%
LLY vs EFV
+161.2%
+1,888.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | +21.5% | +3.1% | +18.5% | +19.8% |
| 3M | +18.5% | -1.2% | +19.7% | +19.2% |
| 6M | +49.1% | +5.6% | +43.5% | +44.7% |
| YTD | +34.4% | +15.8% | +18.6% | +24.6% |
| 1Y | +46.3% | +20.0% | +26.3% | +33.3% |
| 3Y | +145.5% | +91.0% | +54.5% | +78.4% |
| 5Y | +472.7% | +93.7% | +379.0% | +308.6% |
| 10Y | +2,049.9% | +160.9% | +1,889.0% | +1,162.1% |
| All | +2,049.9% | +161.2% | +1,888.7% | +1,162.1% |
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