+2,045.6%
LLY vs DBX
+15.6%
+2,030.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +4.6% | -6.3% | +10.9% | +5.3% |
| 30D | +22.4% | -5.9% | +28.2% | +23.1% |
| 3M | +17.1% | -0.4% | +17.5% | +16.9% |
| 6M | +44.6% | +29.8% | +14.8% | +39.6% |
| YTD | +33.5% | +20.5% | +12.9% | +29.5% |
| 1Y | +41.1% | +8.7% | +32.5% | +38.6% |
| 3Y | +143.8% | +25.9% | +117.8% | +130.3% |
| 5Y | +473.4% | +24.2% | +449.2% | +435.0% |
| All | +2,045.6% | +15.6% | +2,030.1% | +1,729.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling