+171.4%
LII vs DVA
+186.3%
-14.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.8% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | -11.2% | -0.4% | -10.9% | -11.2% |
| 3M | -28.8% | -7.7% | -21.1% | -28.2% |
| 6M | -26.9% | +20.0% | -46.9% | -30.6% |
| YTD | -22.2% | +61.1% | -83.3% | -31.0% |
| 1Y | -32.0% | +33.9% | -65.8% | -37.3% |
| 3Y | -0.4% | +91.5% | -92.0% | -16.2% |
| 5Y | +22.4% | +41.8% | -19.3% | +7.5% |
| 10Y | +171.4% | +187.5% | -16.1% | +100.8% |
| All | +171.4% | +186.3% | -14.9% | +100.8% |
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