+50.7%
LLY vs DVA
+36.0%
+14.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.0% |
| 30D | -8.6% | -0.4% | -8.2% | -8.6% |
| 3M | -1.6% | -7.7% | +6.0% | -2.0% |
| 6M | +11.8% | +20.0% | -8.1% | +12.3% |
| YTD | +5.1% | +61.1% | -56.0% | +9.0% |
| 1Y | +50.7% | +33.9% | +16.9% | +61.1% |
| All | +50.7% | +36.0% | +14.7% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling