+1,081.1%
LSCC vs DVA
+5,194.7%
-4,113.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +1.3% | +1.8% | -0.5% | +0.9% |
| 30D | -9.7% | -2.5% | -7.2% | -9.3% |
| 3M | -23.7% | -4.3% | -19.5% | -23.4% |
| 6M | +26.5% | +18.9% | +7.6% | +20.8% |
| YTD | +57.5% | +61.9% | -4.4% | +39.9% |
| 1Y | +75.7% | +35.7% | +40.0% | +61.4% |
| 3Y | +19.5% | +78.6% | -59.2% | +2.3% |
| 5Y | +83.8% | +39.2% | +44.6% | +61.5% |
| 10Y | +1,772.4% | +184.0% | +1,588.4% | +1,283.8% |
| All | +1,081.1% | +5,194.7% | -4,113.5% | +406.9% |
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