+2,659.7%
LEN vs DVA
+5,081.6%
-2,421.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.4% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | -8.9% | -2.0% | -6.8% | -8.5% |
| 3M | -10.9% | -6.3% | -4.6% | -10.2% |
| 6M | -19.7% | +19.4% | -39.1% | -23.9% |
| YTD | -20.6% | +58.5% | -79.1% | -29.9% |
| 1Y | -42.4% | +33.9% | -76.3% | -47.2% |
| 3Y | -26.5% | +88.4% | -115.0% | -38.8% |
| 5Y | -10.9% | +39.5% | -50.4% | -22.7% |
| 10Y | +100.6% | +179.5% | -78.8% | +44.8% |
| All | +2,659.7% | +5,081.6% | -2,421.9% | +1,141.2% |
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