+25.2%
LH vs DVA
+40.8%
-15.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | -4.6% | +1.7% | -6.3% | -4.8% |
| 3M | +14.5% | -8.7% | +23.2% | +15.3% |
| 6M | +14.8% | +19.7% | -4.9% | +11.2% |
| YTD | +23.3% | +59.6% | -36.3% | +14.3% |
| 1Y | +13.6% | +37.1% | -23.5% | +7.6% |
| 3Y | +56.3% | +89.8% | -33.4% | +40.3% |
| 5Y | +25.2% | +47.4% | -22.2% | +14.1% |
| All | +25.2% | +40.8% | -15.6% | +14.1% |
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