+1,776.6%
LH vs DVA
+5,081.6%
-3,305.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -0.8% | +2.2% | -3.1% | -1.2% |
| 30D | +2.0% | -2.0% | +4.0% | +2.3% |
| 3M | +24.3% | -6.3% | +30.5% | +25.1% |
| 6M | +21.1% | +19.4% | +1.6% | +15.9% |
| YTD | +30.4% | +58.5% | -28.0% | +18.0% |
| 1Y | +18.4% | +33.9% | -15.5% | +10.3% |
| 3Y | +65.5% | +88.4% | -23.0% | +42.2% |
| 5Y | +29.9% | +39.5% | -9.6% | +14.9% |
| 10Y | +186.6% | +179.5% | +7.2% | +119.9% |
| All | +1,776.6% | +5,081.6% | -3,305.0% | +824.8% |
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