+816.1%
LLY vs DFNS
-100.0%
+916.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.3% |
| 7D | +0.1% | -42.8% | +42.9% | 0.0% |
| 30D | +19.7% | -67.6% | +87.3% | +19.6% |
| 3M | +19.3% | -94.9% | +114.1% | +19.0% |
| 6M | +49.3% | -96.7% | +146.1% | +49.1% |
| YTD | +32.0% | -99.6% | +131.6% | +31.6% |
| 1Y | +53.7% | -99.7% | +153.4% | +53.2% |
| 3Y | +143.7% | -100.0% | +243.7% | +144.1% |
| 5Y | +463.9% | -100.0% | +563.9% | +446.8% |
| All | +816.1% | -100.0% | +916.0% | +777.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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