-29.5%
LEN vs DVA
+89.4%
-118.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | -11.0% | +1.7% | -12.7% | -11.3% |
| 3M | -12.8% | -8.7% | -4.1% | -12.1% |
| 6M | -20.2% | +19.7% | -39.8% | -25.0% |
| YTD | -23.0% | +59.6% | -82.6% | -32.8% |
| 1Y | -41.8% | +37.1% | -78.9% | -47.4% |
| All | -29.5% | +89.4% | -118.9% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling