+118.6%
DVN vs LNG
+228.1%
-109.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.5% | -4.7% | +9.2% | +7.9% |
| 30D | +12.0% | +3.8% | +8.2% | +8.6% |
| 3M | +13.4% | +16.2% | -2.8% | +1.4% |
| 6M | +12.1% | +11.7% | +0.4% | +2.6% |
| YTD | +38.8% | +44.2% | -5.4% | +5.4% |
| 1Y | +46.0% | +18.6% | +27.5% | +27.7% |
| 3Y | +9.5% | +77.4% | -67.9% | -31.6% |
| All | +118.6% | +228.1% | -109.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling