+95.6%
LLY vs DVA
+88.7%
+7.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.2% |
| 30D | -5.1% | -2.0% | -3.1% | -5.0% |
| 3M | -2.1% | -6.3% | +4.2% | -2.1% |
| 6M | +13.8% | +19.4% | -5.6% | +11.2% |
| YTD | +5.1% | +58.5% | -53.4% | -0.2% |
| 1Y | +53.1% | +33.9% | +19.3% | +48.8% |
| 3Y | +95.6% | +88.4% | +7.2% | +93.0% |
| All | +95.6% | +88.7% | +7.0% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling