+1,033.8%
LSCC vs DVA
+5,059.1%
-4,025.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.6% |
| 7D | +5.0% | -1.6% | +6.6% | +5.2% |
| 30D | -11.7% | 0.0% | -11.8% | -12.2% |
| 3M | -13.3% | -2.4% | -10.9% | -13.5% |
| 6M | -12.5% | -9.8% | -2.8% | -11.8% |
| YTD | +51.2% | +57.8% | -6.6% | +34.0% |
| 1Y | +65.9% | +49.2% | +16.7% | +48.7% |
| 3Y | +95.3% | +116.0% | -20.7% | +60.7% |
| 5Y | +38.6% | +68.5% | -29.9% | +16.6% |
| 10Y | +1,352.3% | +198.9% | +1,153.5% | +956.8% |
| All | +1,033.8% | +5,059.1% | -4,025.4% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling