+9.0%
DVN vs LH
+56.3%
-47.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.1% |
| 7D | +2.5% | -7.4% | +9.9% | +4.3% |
| 30D | +10.2% | -4.6% | +14.8% | +11.3% |
| 3M | +8.1% | +14.5% | -6.4% | +3.8% |
| 6M | +15.9% | +14.8% | +1.1% | +10.7% |
| YTD | +38.2% | +23.3% | +15.0% | +28.5% |
| 1Y | +44.5% | +13.6% | +30.9% | +37.9% |
| All | +9.0% | +56.3% | -47.3% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling