+158.2%
LTH vs DVA
+91.2%
+67.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -4.0% | +2.0% | -6.0% | -4.4% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +28.0% | -7.7% | +35.6% | +29.1% |
| 6M | +54.1% | +20.0% | +34.1% | +46.0% |
| YTD | +57.1% | +61.1% | -4.0% | +40.0% |
| 1Y | +45.8% | +33.9% | +11.9% | +35.4% |
| All | +158.2% | +91.2% | +67.0% | +106.1% |
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