+47.6%
LDOS vs DVA
+75.9%
-28.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -7.2% | +2.1% | -9.3% | -7.3% |
| 30D | +16.8% | +8.2% | +8.6% | +16.3% |
| 3M | -1.6% | +5.9% | -7.5% | -2.0% |
| 6M | -1.0% | -1.3% | +0.3% | -1.1% |
| YTD | -25.8% | +68.4% | -94.2% | -29.5% |
| 1Y | -31.1% | +57.5% | -88.5% | -34.1% |
| 3Y | +32.8% | +142.3% | -109.5% | +24.7% |
| All | +47.6% | +75.9% | -28.3% | +40.2% |
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 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