+139.3%
LTH vs DVA
+57.1%
+82.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.2% |
| 7D | +1.5% | +2.2% | -0.7% | +1.0% |
| 30D | -3.1% | -2.0% | -1.0% | -2.6% |
| 3M | +28.1% | -6.3% | +34.4% | +29.0% |
| 6M | +67.4% | +19.4% | +48.0% | +58.1% |
| YTD | +59.8% | +58.5% | +1.3% | +39.6% |
| 1Y | +45.6% | +33.9% | +11.7% | +32.9% |
| 3Y | +162.0% | +88.4% | +73.6% | +110.2% |
| All | +139.3% | +57.1% | +82.1% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling