+69.6%
LSCC vs DVA
+62.2%
+7.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +1.3% |
| 7D | +3.0% | +4.7% | -1.8% | +3.1% |
| 30D | -19.3% | +7.8% | -27.1% | -19.1% |
| 3M | -22.3% | -15.5% | -6.8% | -21.4% |
| 6M | -14.6% | +25.0% | -39.6% | -14.6% |
| YTD | +45.8% | +69.6% | -23.8% | +50.2% |
| 1Y | +69.6% | +60.6% | +9.0% | +75.6% |
| All | +69.6% | +62.2% | +7.5% | +75.6% |
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