+247.9%
LTH vs DVA
+111.5%
+136.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.9% |
| 7D | +6.4% | -1.6% | +8.0% | +6.8% |
| 30D | +16.7% | 0.0% | +16.7% | +16.6% |
| 3M | +11.7% | -2.4% | +14.1% | +11.9% |
| 6M | +48.5% | -9.8% | +58.3% | +50.0% |
| YTD | +78.4% | +57.8% | +20.6% | +58.6% |
| 1Y | +89.7% | +49.2% | +40.5% | +71.1% |
| All | +247.9% | +111.5% | +136.4% | +111.3% |
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