+232.7%
LITE vs DVA
+62.2%
+170.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.8% | -13.6% | -7.0% |
| 7D | -31.4% | +4.7% | -36.2% | -30.9% |
| 30D | -42.6% | +7.8% | -50.4% | -41.7% |
| 3M | -26.2% | -15.5% | -10.7% | -27.4% |
| 6M | -35.8% | +25.0% | -60.8% | -33.4% |
| YTD | +70.0% | +69.6% | +0.5% | +77.1% |
| 1Y | +232.7% | +60.6% | +172.2% | +242.2% |
| All | +232.7% | +62.2% | +170.6% | +242.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling