+19.9%
LII vs DVA
+70.6%
-50.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.7% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.0% | +3.5% | -5.5% | -2.6% |
| 3M | -20.2% | +1.0% | -21.2% | -20.5% |
| 6M | -32.5% | -6.6% | -25.9% | -32.4% |
| YTD | -27.4% | +63.3% | -90.7% | -34.7% |
| 1Y | -28.2% | +50.0% | -78.2% | -34.5% |
| 3Y | -7.2% | +120.1% | -127.3% | -19.8% |
| 5Y | +19.9% | +73.7% | -53.8% | +6.6% |
| All | +19.9% | +70.6% | -50.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling