+2,080.1%
LLY vs EFX
+80.5%
+1,999.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | +6.7% | -0.8% | +7.5% | +6.9% |
| 30D | +19.6% | +25.1% | -5.5% | +14.3% |
| 3M | +19.7% | +1.7% | +18.1% | +19.0% |
| 6M | +42.7% | +18.4% | +24.4% | +37.1% |
| YTD | +35.1% | -12.5% | +47.6% | +36.8% |
| 1Y | +42.2% | -8.1% | +50.3% | +42.4% |
| 3Y | +140.8% | +4.8% | +136.0% | +129.2% |
| 5Y | +480.6% | -30.1% | +510.7% | +494.9% |
| All | +2,080.1% | +80.5% | +1,999.6% | +1,555.3% |
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