+76.2%
LSCC vs DVA
+31.4%
+44.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.5% |
| 7D | +5.2% | +2.2% | +3.0% | +5.1% |
| 30D | -9.6% | -2.0% | -7.6% | -9.6% |
| 3M | -17.8% | -6.3% | -11.5% | -17.4% |
| 6M | +37.4% | +19.4% | +18.0% | +37.3% |
| YTD | +59.7% | +58.5% | +1.2% | +63.1% |
| 1Y | +76.2% | +33.9% | +42.4% | +79.2% |
| All | +76.2% | +31.4% | +44.8% | +79.2% |
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