+24.4%
LII vs DVA
+38.1%
-13.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.0% |
| 7D | +2.1% | +2.2% | -0.1% | +1.7% |
| 30D | -12.4% | -2.0% | -10.4% | -12.1% |
| 3M | -24.8% | -6.3% | -18.5% | -24.5% |
| 6M | -25.2% | +19.4% | -44.6% | -28.4% |
| YTD | -20.3% | +58.5% | -78.7% | -27.7% |
| 1Y | -32.9% | +33.9% | -66.8% | -37.5% |
| 3Y | +2.0% | +88.4% | -86.4% | -9.8% |
| 5Y | +24.4% | +39.5% | -15.1% | +14.5% |
| All | +24.4% | +38.1% | -13.6% | +14.5% |
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