+137.8%
LLY vs DFNS
-100.0%
+237.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.4% | +18.7% | -0.7% |
| 7D | +4.6% | -12.7% | +17.2% | +4.6% |
| 30D | +22.4% | -65.2% | +87.6% | +22.3% |
| 3M | +17.1% | -94.6% | +111.7% | +16.9% |
| 6M | +44.6% | -96.2% | +140.9% | +44.4% |
| YTD | +33.5% | -99.6% | +133.1% | +33.0% |
| 1Y | +41.1% | -99.7% | +140.8% | +40.6% |
| All | +137.8% | -100.0% | +237.8% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling