+104.8%
LSCC vs DVA
+105.9%
-1.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.5% |
| 7D | +7.0% | -8.8% | +15.8% | +8.4% |
| 30D | -2.3% | -3.4% | +1.1% | -2.1% |
| 3M | -12.5% | -2.6% | -9.9% | -12.8% |
| 6M | -10.6% | -11.9% | +1.3% | -9.7% |
| YTD | +52.7% | +53.6% | -1.0% | +33.3% |
| 1Y | +74.0% | +41.9% | +32.1% | +56.0% |
| 3Y | +104.8% | +97.5% | +7.3% | +35.3% |
| All | +104.8% | +105.9% | -1.2% | +35.3% |
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