+2,024.1%
LLY vs EFX
+69.3%
+1,954.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +21.5% | +29.1% | -7.7% | +15.4% |
| 3M | +16.4% | +4.3% | +12.2% | +15.1% |
| 6M | +51.5% | +7.7% | +43.8% | +48.1% |
| YTD | +33.9% | -12.5% | +46.4% | +35.5% |
| 1Y | +49.1% | -8.8% | +57.9% | +49.5% |
| 3Y | +144.6% | +4.3% | +140.3% | +133.1% |
| 5Y | +466.3% | -29.4% | +495.7% | +478.8% |
| 10Y | +2,024.1% | +78.1% | +1,946.0% | +1,517.4% |
| All | +2,024.1% | +69.3% | +1,954.8% | +1,517.4% |
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