+45.2%
LDOS vs DVA
+40.3%
+5.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -5.4% | +1.8% | -7.2% | -5.5% |
| 30D | +4.9% | -2.5% | +7.4% | +5.0% |
| 3M | +7.2% | -4.3% | +11.4% | +7.3% |
| 6M | -24.2% | +18.9% | -43.1% | -25.4% |
| YTD | -25.8% | +61.9% | -87.8% | -29.4% |
| 1Y | -24.7% | +35.7% | -60.4% | -27.1% |
| 3Y | +39.3% | +78.6% | -39.4% | +32.6% |
| All | +45.2% | +40.3% | +5.0% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling