+443.8%
LLY vs EFX
-31.2%
+475.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -4.5% | +2.7% | -7.2% | -4.9% |
| 30D | +13.9% | +33.1% | -19.2% | +8.8% |
| 3M | +13.8% | +8.2% | +5.6% | +12.1% |
| 6M | +37.6% | +10.2% | +27.5% | +34.7% |
| YTD | +26.6% | -11.8% | +38.4% | +27.7% |
| 1Y | +45.3% | -6.1% | +51.4% | +45.0% |
| 3Y | +132.2% | +7.5% | +124.7% | +123.3% |
| All | +443.8% | -31.2% | +475.1% | +469.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling