+57.3%
LLY vs DBX
+22.5%
+34.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | +0.7% |
| 7D | +10.1% | -1.1% | +11.2% | +10.0% |
| 30D | +24.0% | +5.0% | +19.0% | +24.3% |
| 3M | +27.3% | +4.6% | +22.7% | +27.7% |
| 6M | +47.0% | +43.9% | +3.0% | +49.3% |
| YTD | +32.6% | +29.9% | +2.7% | +34.0% |
| 1Y | +57.3% | +24.6% | +32.7% | +58.6% |
| All | +57.3% | +22.5% | +34.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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