+103.0%
LEN vs DVA
+187.8%
-84.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -4.8% | -1.3% | -3.4% | -4.4% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -15.7% | -10.9% | -4.7% | -13.9% |
| 6M | -16.6% | +17.3% | -33.9% | -21.7% |
| YTD | -21.3% | +59.8% | -81.1% | -32.7% |
| 1Y | -42.0% | +36.3% | -78.3% | -48.2% |
| 3Y | -27.9% | +88.6% | -116.5% | -42.6% |
| 5Y | -10.7% | +47.5% | -58.2% | -25.9% |
| All | +103.0% | +187.8% | -84.8% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling