+2,053.2%
LLY vs DBX
+11.7%
+2,041.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +1.6% | -7.3% | +8.9% | +2.4% |
| 30D | +21.5% | -5.7% | +27.2% | +22.2% |
| 3M | +16.4% | -6.3% | +22.8% | +17.0% |
| 6M | +51.5% | +12.1% | +39.4% | +48.6% |
| YTD | +33.9% | +16.5% | +17.4% | +30.4% |
| 1Y | +49.1% | +6.1% | +43.1% | +46.9% |
| 3Y | +144.6% | +21.8% | +122.9% | +132.0% |
| 5Y | +466.3% | +19.1% | +447.2% | +431.1% |
| All | +2,053.2% | +11.7% | +2,041.4% | +1,742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling