+3,648.5%
LLY vs IEFA
+203.5%
+3,445.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +4.6% | +1.3% | +3.3% | +3.9% |
| 30D | +22.4% | +0.1% | +22.2% | +22.3% |
| 3M | +17.1% | -4.2% | +21.3% | +19.9% |
| 6M | +44.6% | +1.9% | +42.8% | +42.5% |
| YTD | +33.5% | +9.9% | +23.5% | +25.8% |
| 1Y | +41.1% | +11.5% | +29.6% | +31.9% |
| 3Y | +143.8% | +66.0% | +77.8% | +82.6% |
| 5Y | +473.4% | +47.5% | +425.9% | +354.3% |
| 10Y | +2,035.0% | +146.5% | +1,888.5% | +1,117.9% |
| All | +3,648.5% | +203.5% | +3,445.0% | +1,658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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