+167.7%
LTH vs DVA
+60.2%
+107.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.4% |
| 7D | +0.3% | -4.8% | +5.0% | +1.4% |
| 30D | +17.7% | +0.9% | +16.8% | +17.3% |
| 3M | +8.5% | +2.9% | +5.6% | +7.4% |
| 6M | +46.9% | -7.8% | +54.7% | +48.0% |
| YTD | +78.8% | +61.5% | +17.3% | +55.0% |
| 1Y | +84.9% | +50.1% | +34.8% | +63.5% |
| 3Y | +246.4% | +121.1% | +125.2% | +167.4% |
| 5Y | +129.6% | +72.9% | +56.7% | +90.1% |
| All | +167.7% | +60.2% | +107.6% | +126.2% |
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