+9.5%
DVN vs LNG
+74.6%
-65.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.5% | -4.7% | +9.2% | +7.4% |
| 30D | +12.0% | +3.8% | +8.2% | +9.1% |
| 3M | +13.4% | +16.2% | -2.8% | +3.1% |
| 6M | +12.1% | +11.7% | +0.4% | +4.2% |
| YTD | +38.8% | +44.2% | -5.4% | +10.3% |
| 1Y | +46.0% | +18.6% | +27.5% | +30.8% |
| 3Y | +9.5% | +77.4% | -67.9% | -27.7% |
| All | +9.5% | +74.6% | -65.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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