+1.7%
DVN vs LSCC
+27.3%
-25.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -1.3% | +5.2% | -6.5% | -2.1% |
| 30D | +12.6% | -9.6% | +22.3% | +14.2% |
| 3M | +8.1% | -17.8% | +25.9% | +10.4% |
| 6M | +10.2% | +37.4% | -27.3% | -0.2% |
| YTD | +33.8% | +59.7% | -25.9% | +16.2% |
| 1Y | +43.9% | +76.2% | -32.3% | +21.0% |
| 3Y | +1.7% | +28.2% | -26.4% | -10.9% |
| All | +1.7% | +27.3% | -25.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling