+1,580.3%
LLY vs EFX
+38.5%
+1,541.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.1% | -9.4% | +6.3% | -1.3% |
| 30D | -8.6% | -6.9% | -1.7% | -7.4% |
| 3M | -1.6% | +0.1% | -1.8% | -2.0% |
| 6M | +11.8% | -17.3% | +29.2% | +15.2% |
| YTD | +5.1% | -21.8% | +26.9% | +9.0% |
| 1Y | +50.7% | -32.5% | +83.3% | +60.7% |
| 3Y | +95.7% | -12.3% | +108.0% | +93.5% |
| 5Y | +390.2% | -36.6% | +426.8% | +411.5% |
| 10Y | +1,580.3% | +41.0% | +1,539.3% | +1,267.8% |
| All | +1,580.3% | +38.5% | +1,541.8% | +1,267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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