+118.6%
DVN vs LH
+27.0%
+91.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +4.5% | -4.7% | +9.2% | +5.8% |
| 30D | +12.0% | -3.5% | +15.5% | +12.9% |
| 3M | +13.4% | +17.7% | -4.3% | +8.0% |
| 6M | +12.1% | +15.8% | -3.7% | +6.8% |
| YTD | +38.8% | +25.1% | +13.7% | +28.8% |
| 1Y | +46.0% | +12.5% | +33.5% | +40.0% |
| 3Y | +9.5% | +59.8% | -50.3% | -6.8% |
| All | +118.6% | +27.0% | +91.7% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling