+6.8%
DVN vs LTH
+155.4%
-148.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -0.1% | -4.0% | +3.9% | +0.2% |
| 30D | +8.0% | -1.7% | +9.7% | +8.1% |
| 3M | +11.9% | +28.0% | -16.1% | +9.5% |
| 6M | +10.6% | +54.1% | -43.4% | +5.6% |
| YTD | +35.4% | +57.1% | -21.7% | +28.6% |
| 1Y | +46.5% | +45.8% | +0.7% | +40.4% |
| All | +6.8% | +155.4% | -148.6% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling