+67.3%
DVN vs LH
+183.3%
-116.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | +4.5% | -4.7% | +9.2% | +6.7% |
| 30D | +12.0% | -3.5% | +15.5% | +13.6% |
| 3M | +13.4% | +17.7% | -4.3% | +4.4% |
| 6M | +12.1% | +15.8% | -3.7% | +3.2% |
| YTD | +38.8% | +25.1% | +13.7% | +22.7% |
| 1Y | +46.0% | +12.5% | +33.5% | +35.6% |
| 3Y | +9.5% | +59.8% | -50.3% | -16.4% |
| 5Y | +125.3% | +27.1% | +98.2% | +88.6% |
| All | +67.3% | +183.3% | -116.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling