+4.0%
LII vs DVA
+85.7%
-81.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -0.7% | +1.8% | -2.6% | -1.0% |
| 30D | -12.6% | -2.5% | -10.1% | -12.3% |
| 3M | -24.4% | -4.3% | -20.2% | -24.5% |
| 6M | -28.7% | +18.9% | -47.6% | -32.0% |
| YTD | -19.1% | +61.9% | -81.1% | -27.5% |
| 1Y | -29.7% | +35.7% | -65.4% | -35.0% |
| All | +4.0% | +85.7% | -81.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling