+490.8%
LITE vs DVA
+75.9%
+414.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +5.8% |
| 7D | -35.9% | +2.1% | -38.0% | -36.1% |
| 30D | -51.5% | +8.2% | -59.8% | -51.9% |
| 3M | -35.7% | +5.9% | -41.6% | -36.1% |
| 6M | -43.0% | -1.3% | -41.7% | -43.4% |
| YTD | +46.1% | +68.4% | -22.3% | +32.8% |
| 1Y | +124.7% | +57.5% | +67.3% | +106.2% |
| 3Y | +1,172.1% | +142.3% | +1,029.8% | +959.5% |
| All | +490.8% | +75.9% | +414.9% | +426.0% |
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