-32.6%
LII vs DVA
+33.5%
-66.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -13.5% | +1.7% | -15.2% | -13.7% |
| 3M | -26.0% | -8.7% | -17.3% | -25.9% |
| 6M | -26.8% | +19.7% | -46.5% | -30.9% |
| YTD | -22.9% | +59.6% | -82.5% | -30.9% |
| 1Y | -32.6% | +37.1% | -69.7% | -40.1% |
| All | -32.6% | +33.5% | -66.1% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling