+85.8%
LSCC vs DVA
+139.6%
-53.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.4% |
| 7D | +13.0% | +2.1% | +10.9% | +12.5% |
| 30D | -19.8% | +8.2% | -28.1% | -21.0% |
| 3M | -18.4% | +5.9% | -24.3% | -19.5% |
| 6M | -16.1% | -1.3% | -14.8% | -16.7% |
| YTD | +42.7% | +68.4% | -25.7% | +24.5% |
| 1Y | +68.0% | +57.5% | +10.6% | +49.4% |
| 3Y | +85.8% | +142.3% | -56.5% | +57.2% |
| All | +85.8% | +139.6% | -53.8% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling