-22.5%
LEN vs DVA
+62.2%
-84.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.8% | +1.3% | +6.0% |
| 7D | +10.5% | +4.7% | +5.7% | +9.5% |
| 30D | +24.6% | +7.8% | +16.8% | +22.8% |
| 3M | +6.6% | -15.5% | +22.1% | +8.7% |
| 6M | +10.6% | +25.0% | -14.4% | +1.6% |
| YTD | -8.3% | +69.6% | -77.9% | -21.4% |
| 1Y | -22.5% | +60.6% | -83.1% | -30.0% |
| All | -22.5% | +62.2% | -84.7% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling