+170.6%
LII vs DVA
+197.6%
-26.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.2% |
| 7D | +0.4% | -1.6% | +2.0% | +0.7% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | -17.5% | -2.4% | -15.1% | -17.3% |
| 6M | -32.8% | -9.8% | -23.1% | -32.1% |
| YTD | -27.7% | +57.8% | -85.5% | -35.8% |
| 1Y | -28.1% | +49.2% | -77.3% | -35.4% |
| 3Y | -9.7% | +116.0% | -125.7% | -25.6% |
| 5Y | +19.5% | +68.5% | -49.0% | +0.2% |
| 10Y | +170.6% | +198.9% | -28.3% | +95.2% |
| All | +170.6% | +197.6% | -26.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling