+900.7%
DVN vs LNG
+1,119.0%
-218.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -4.7% | +9.2% | +4.9% |
| 30D | +12.0% | +3.8% | +8.2% | +11.6% |
| 3M | +13.4% | +16.2% | -2.8% | +12.1% |
| 6M | +12.1% | +11.7% | +0.4% | +11.2% |
| YTD | +38.8% | +44.2% | -5.4% | +34.9% |
| 1Y | +46.0% | +18.6% | +27.5% | +44.1% |
| 3Y | +9.5% | +77.4% | -67.9% | +4.9% |
| 5Y | +125.3% | +232.3% | -107.0% | +107.3% |
| 10Y | +66.6% | +550.1% | -483.5% | +49.1% |
| All | +900.7% | +1,119.0% | -218.3% | +667.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling