+47.6%
LDOS vs DVA
+64.3%
-16.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.6% | -8.8% | +7.2% | -1.1% |
| 30D | +8.2% | -3.4% | +11.6% | +8.4% |
| 3M | -8.2% | -2.6% | -5.6% | -8.1% |
| 6M | +5.8% | -11.9% | +17.7% | +6.4% |
| YTD | -27.0% | +53.6% | -80.6% | -30.3% |
| 1Y | -31.0% | +41.9% | -72.8% | -33.6% |
| 3Y | +29.3% | +97.5% | -68.2% | +22.8% |
| All | +47.6% | +64.3% | -16.7% | +39.6% |
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