+48.7%
LVS vs DVA
+801.5%
-752.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.1% |
| 7D | -2.7% | +2.0% | -4.7% | -3.5% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | -15.6% | -7.7% | -7.9% | -13.9% |
| 6M | -18.6% | +20.0% | -38.6% | -26.8% |
| YTD | -32.3% | +61.1% | -93.4% | -47.1% |
| 1Y | -18.0% | +33.9% | -51.9% | -31.0% |
| 3Y | -5.8% | +91.5% | -97.4% | -36.5% |
| 5Y | +5.7% | +41.8% | -36.0% | -22.4% |
| 10Y | 0.0% | +187.5% | -187.5% | -57.0% |
| All | +48.7% | +801.5% | -752.8% | -70.2% |
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