+29.9%
LDOS vs DVA
+105.4%
-75.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.1% | -1.7% |
| 7D | -3.5% | -10.7% | +7.2% | -2.7% |
| 30D | +9.5% | -4.4% | +13.9% | +9.8% |
| 3M | -6.3% | -4.1% | -2.2% | -6.1% |
| 6M | +2.8% | -13.2% | +16.0% | +3.5% |
| YTD | -26.6% | +53.2% | -79.9% | -31.9% |
| 1Y | -31.3% | +40.8% | -72.1% | -35.1% |
| All | +29.9% | +105.4% | -75.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling