+250.5%
LDOS vs DVA
+221.4%
+29.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -7.2% | +2.1% | -9.3% | -7.5% |
| 30D | +16.8% | +8.2% | +8.6% | +15.3% |
| 3M | -1.6% | +5.9% | -7.5% | -2.7% |
| 6M | -1.0% | -1.3% | +0.3% | -1.5% |
| YTD | -25.8% | +68.4% | -94.2% | -34.0% |
| 1Y | -31.1% | +57.5% | -88.5% | -38.0% |
| 3Y | +32.8% | +142.3% | -109.5% | +8.0% |
| 5Y | +49.4% | +75.0% | -25.6% | +25.8% |
| All | +250.5% | +221.4% | +29.1% | +144.1% |
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