+46.3%
LLY vs DFNS
-99.7%
+146.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.7% | -12.4% | +0.3% |
| 7D | +1.4% | -13.0% | +14.3% | +1.4% |
| 30D | +21.5% | -56.9% | +78.4% | +21.5% |
| 3M | +18.5% | -93.2% | +111.7% | +18.2% |
| 6M | +49.1% | -95.4% | +144.5% | +51.0% |
| YTD | +34.4% | -99.5% | +133.9% | +36.3% |
| 1Y | +46.3% | -99.6% | +145.9% | +48.1% |
| All | +46.3% | -99.7% | +146.0% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling