-97.0%
LCID vs DVA
+93.1%
-190.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.5% | -9.3% |
| 7D | -10.2% | -8.8% | -1.4% | -9.1% |
| 30D | -10.2% | -3.4% | -6.8% | -9.9% |
| 3M | -54.1% | -2.6% | -51.5% | -54.1% |
| 6M | -53.8% | -11.9% | -41.9% | -52.8% |
| YTD | -72.0% | +53.6% | -125.7% | -73.6% |
| 1Y | -80.5% | +41.9% | -122.4% | -81.4% |
| 3Y | -92.6% | +97.5% | -190.1% | -92.7% |
| 5Y | -99.3% | +65.0% | -164.3% | -99.4% |
| All | -97.0% | +93.1% | -190.1% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling