+1,560.7%
LLY vs DVA
+187.5%
+1,373.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -7.4% | +1.7% | -9.1% | -7.7% |
| 3M | -1.0% | -8.7% | +7.6% | -0.3% |
| 6M | +12.5% | +19.7% | -7.1% | +8.0% |
| YTD | +5.0% | +59.6% | -54.6% | -4.6% |
| 1Y | +49.8% | +37.1% | +12.7% | +39.6% |
| 3Y | +95.5% | +89.8% | +5.7% | +69.4% |
| 5Y | +390.7% | +47.4% | +343.3% | +338.6% |
| All | +1,560.7% | +187.5% | +1,373.2% | +1,153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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