+17,561.1%
LLY vs EFX
+6,408.3%
+11,152.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +0.6% |
| 7D | -2.1% | -8.6% | +6.5% | -0.1% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | +3.8% | -1.6% | +0.9% |
| 6M | +14.9% | -13.5% | +28.4% | +17.7% |
| YTD | +7.5% | -17.7% | +25.1% | +10.7% |
| 1Y | +55.7% | -25.6% | +81.3% | +63.8% |
| 3Y | +110.6% | -12.1% | +122.7% | +107.9% |
| 5Y | +363.4% | -33.8% | +397.2% | +379.2% |
| 10Y | +1,649.0% | +45.1% | +1,603.8% | +1,322.5% |
| All | +17,561.1% | +6,408.3% | +11,152.9% | +6,389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling