+3,695.7%
LLY vs IEFA
+203.9%
+3,491.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +2.2% | +4.5% | +5.5% |
| 30D | +19.6% | +1.1% | +18.5% | +18.9% |
| 3M | +19.7% | -4.3% | +24.0% | +22.6% |
| 6M | +42.7% | +1.4% | +41.4% | +41.0% |
| YTD | +35.1% | +10.1% | +25.1% | +27.3% |
| 1Y | +42.2% | +12.9% | +29.3% | +32.0% |
| 3Y | +140.8% | +65.8% | +75.0% | +80.5% |
| 5Y | +480.6% | +47.7% | +432.9% | +359.7% |
| 10Y | +2,061.9% | +146.8% | +1,915.1% | +1,132.3% |
| All | +3,695.7% | +203.9% | +3,491.8% | +1,679.0% |
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