+390.2%
LLY vs DVA
+41.6%
+348.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.2% |
| 30D | -8.6% | -0.4% | -8.2% | -8.6% |
| 3M | -1.6% | -7.7% | +6.0% | -1.5% |
| 6M | +11.8% | +20.0% | -8.1% | +9.7% |
| YTD | +5.1% | +61.1% | -56.0% | +0.7% |
| 1Y | +50.7% | +33.9% | +16.9% | +46.8% |
| 3Y | +95.7% | +91.5% | +4.2% | +87.9% |
| 5Y | +390.2% | +41.8% | +348.4% | +382.8% |
| All | +390.2% | +41.6% | +348.5% | +382.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling