+10,180.9%
LLY vs DVA
+5,194.7%
+4,986.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | +1.8% | -4.0% | -2.3% |
| 30D | -1.6% | -2.5% | +0.9% | -1.4% |
| 3M | +2.3% | -4.3% | +6.5% | +2.4% |
| 6M | +14.9% | +18.9% | -4.0% | +12.0% |
| YTD | +7.5% | +61.9% | -54.5% | +0.9% |
| 1Y | +55.7% | +35.7% | +20.0% | +48.8% |
| 3Y | +110.6% | +78.6% | +32.0% | +93.6% |
| 5Y | +363.4% | +39.2% | +324.2% | +331.0% |
| 10Y | +1,649.0% | +184.0% | +1,465.0% | +1,385.7% |
| All | +10,180.9% | +5,194.7% | +4,986.2% | +7,858.8% |
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 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