+132.2%
LLY vs DFNS
-100.0%
+232.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.4% | -0.8% |
| 7D | -4.5% | -44.0% | +39.5% | -4.5% |
| 30D | +13.9% | -69.1% | +83.0% | +13.8% |
| 3M | +13.8% | -95.6% | +109.4% | +13.5% |
| 6M | +37.6% | -96.2% | +133.8% | +37.4% |
| YTD | +26.6% | -99.6% | +126.2% | +26.2% |
| 1Y | +45.3% | -99.7% | +145.1% | +44.8% |
| 3Y | +132.2% | -100.0% | +232.2% | +128.3% |
| All | +132.2% | -100.0% | +232.2% | +128.3% |
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