+37.6%
DVN vs LTH
+120.9%
-83.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.3% |
| 7D | +7.8% | -4.6% | +12.4% | +8.4% |
| 30D | -7.9% | +14.8% | -22.8% | -9.6% |
| 3M | +3.7% | +3.9% | -0.2% | +3.0% |
| 6M | +0.2% | +35.5% | -35.3% | -4.1% |
| YTD | +28.6% | +71.3% | -42.7% | +18.1% |
| 1Y | +34.6% | +75.7% | -41.1% | +23.0% |
| 3Y | +11.8% | +231.9% | -220.1% | -8.9% |
| 5Y | +37.6% | +130.5% | -92.9% | +11.7% |
| All | +37.6% | +120.9% | -83.3% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling