+4,711.7%
LLY vs EFV
+249.8%
+4,461.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +2.9% |
| 7D | +0.1% | +1.7% | -1.7% | -0.8% |
| 30D | +19.7% | +3.4% | +16.3% | +17.7% |
| 3M | +19.3% | -1.7% | +20.9% | +20.3% |
| 6M | +49.3% | +6.4% | +42.9% | +44.2% |
| YTD | +32.0% | +16.3% | +15.7% | +21.8% |
| 1Y | +53.7% | +22.9% | +30.8% | +37.8% |
| 3Y | +143.7% | +92.8% | +50.9% | +72.7% |
| 5Y | +463.9% | +93.5% | +370.4% | +293.0% |
| 10Y | +2,006.3% | +162.1% | +1,844.2% | +1,120.8% |
| All | +4,711.7% | +249.8% | +4,461.9% | +2,153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling