+45.5%
DVN vs LSCC
+1,333.6%
-1,288.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.0% |
| 7D | -8.8% | +5.0% | -13.9% | -10.3% |
| 30D | -10.0% | -11.7% | +1.7% | -8.1% |
| 3M | -3.7% | -13.3% | +9.6% | -2.0% |
| 6M | -3.5% | -12.5% | +9.0% | -4.7% |
| YTD | +20.8% | +51.2% | -30.4% | -1.4% |
| 1Y | +31.2% | +65.9% | -34.7% | +3.6% |
| 3Y | +5.0% | +95.3% | -90.4% | -27.9% |
| 5Y | +29.9% | +38.6% | -8.7% | -8.1% |
| 10Y | +45.5% | +1,352.3% | -1,306.9% | -52.8% |
| All | +45.5% | +1,333.6% | -1,288.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling