+1,231.0%
DVN vs LH
+1,372.9%
-141.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +12.6% | +2.0% | +10.6% | +12.2% |
| 3M | +8.1% | +24.3% | -16.1% | +4.2% |
| 6M | +10.2% | +21.1% | -10.9% | +6.4% |
| YTD | +33.8% | +30.4% | +3.3% | +27.6% |
| 1Y | +43.9% | +18.4% | +25.5% | +39.3% |
| 3Y | +1.7% | +65.5% | -63.7% | -6.9% |
| 5Y | +119.6% | +29.9% | +89.7% | +107.3% |
| 10Y | +53.7% | +186.6% | -132.9% | +28.7% |
| All | +1,231.0% | +1,372.9% | -141.8% | +825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling