+361.5%
LLY vs EFV
+96.3%
+265.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.5% |
| 30D | -5.1% | +0.2% | -5.2% | -5.2% |
| 3M | -2.1% | +9.6% | -11.7% | -6.0% |
| 6M | +13.8% | +14.0% | -0.2% | +7.3% |
| YTD | +5.1% | +18.5% | -13.4% | -2.4% |
| 1Y | +53.1% | +27.9% | +25.2% | +37.9% |
| 3Y | +95.6% | +92.4% | +3.2% | +53.4% |
| 5Y | +361.5% | +97.2% | +264.3% | +251.9% |
| All | +361.5% | +96.3% | +265.2% | +251.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling