+12,756.4%
LLY vs DVA
+5,180.6%
+7,575.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.1% |
| 7D | +1.4% | -4.8% | +6.1% | +1.8% |
| 30D | +21.5% | +0.9% | +20.6% | +21.3% |
| 3M | +18.5% | +2.9% | +15.6% | +17.9% |
| 6M | +49.1% | -7.8% | +56.9% | +49.6% |
| YTD | +34.4% | +61.5% | -27.1% | +25.9% |
| 1Y | +46.3% | +50.1% | -3.8% | +38.2% |
| 3Y | +145.5% | +121.1% | +24.4% | +121.1% |
| 5Y | +472.7% | +72.9% | +399.8% | +419.7% |
| 10Y | +2,050.0% | +208.2% | +1,841.7% | +1,710.4% |
| All | +12,756.4% | +5,180.6% | +7,575.8% | +9,838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling