+3,188.9%
LII vs DVA
+6,299.7%
-3,110.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -0.7% | +1.8% | -2.6% | -1.1% |
| 30D | -12.6% | -2.5% | -10.1% | -12.2% |
| 3M | -24.4% | -4.3% | -20.2% | -24.2% |
| 6M | -28.7% | +18.9% | -47.6% | -31.8% |
| YTD | -19.1% | +61.9% | -81.1% | -27.4% |
| 1Y | -29.7% | +35.7% | -65.4% | -34.8% |
| 3Y | +4.8% | +78.6% | -73.9% | -9.3% |
| 5Y | +24.6% | +39.2% | -14.6% | +10.3% |
| 10Y | +169.2% | +184.0% | -14.8% | +102.0% |
| All | +3,188.9% | +6,299.7% | -3,110.8% | +1,644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling