-10.4%
LEN vs DVA
+46.8%
-57.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -4.8% | -1.3% | -3.4% | -4.5% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -15.7% | -10.9% | -4.7% | -14.3% |
| 6M | -16.6% | +17.3% | -33.9% | -21.2% |
| YTD | -21.3% | +59.8% | -81.1% | -31.5% |
| 1Y | -42.0% | +36.3% | -78.3% | -47.5% |
| 3Y | -27.9% | +88.6% | -116.5% | -40.4% |
| All | -10.4% | +46.8% | -57.2% | -20.1% |
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