+1,590.0%
LLY vs DBX
+19.3%
+1,570.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -1.6% | +26.1% | -27.8% | -4.4% |
| 6M | +11.8% | +29.4% | -17.5% | +7.9% |
| YTD | +5.1% | +24.4% | -19.3% | +1.8% |
| 1Y | +50.7% | +10.9% | +39.9% | +47.8% |
| 3Y | +95.7% | +24.1% | +71.6% | +85.9% |
| 5Y | +390.2% | +7.8% | +382.4% | +367.7% |
| All | +1,590.0% | +19.3% | +1,570.7% | +1,338.7% |
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