+361.5%
LLY vs EFX
-35.1%
+396.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -3.1% | -7.8% | +4.7% | -1.9% |
| 30D | -5.1% | -5.7% | +0.6% | -4.2% |
| 3M | -2.1% | +2.5% | -4.6% | -2.6% |
| 6M | +13.8% | -16.7% | +30.5% | +16.6% |
| YTD | +5.1% | -20.2% | +25.3% | +8.0% |
| 1Y | +53.1% | -31.4% | +84.5% | +61.3% |
| 3Y | +95.6% | -10.5% | +106.1% | +94.1% |
| 5Y | +361.5% | -35.2% | +396.7% | +387.5% |
| All | +361.5% | -35.1% | +396.6% | +387.5% |
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