+498.1%
LDOS vs DVA
+549.2%
-51.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -5.4% | +1.8% | -7.2% | -5.8% |
| 30D | +4.9% | -2.5% | +7.4% | +5.3% |
| 3M | +7.2% | -4.3% | +11.4% | +7.5% |
| 6M | -24.2% | +18.9% | -43.1% | -28.3% |
| YTD | -25.8% | +61.9% | -87.8% | -35.4% |
| 1Y | -24.7% | +35.7% | -60.4% | -31.7% |
| 3Y | +39.3% | +78.6% | -39.4% | +15.1% |
| 5Y | +43.3% | +39.2% | +4.1% | +22.3% |
| 10Y | +278.6% | +184.0% | +94.5% | +148.2% |
| All | +498.1% | +549.2% | -51.2% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling