+44.5%
DVN vs LTH
+45.0%
-0.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.0% |
| 7D | +2.5% | -3.7% | +6.3% | +2.0% |
| 30D | +10.2% | -5.3% | +15.5% | +9.5% |
| 3M | +8.1% | +24.2% | -16.1% | +10.8% |
| 6M | +15.9% | +54.8% | -39.0% | +19.9% |
| YTD | +38.2% | +56.1% | -17.8% | +42.5% |
| 1Y | +44.5% | +45.5% | -1.1% | +49.8% |
| All | +44.5% | +45.0% | -0.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling