+60.6%
DVN vs LTH
+152.0%
-91.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -0.1% | -4.0% | +3.9% | +0.4% |
| 30D | +8.0% | -1.7% | +9.7% | +8.1% |
| 3M | +11.9% | +28.0% | -16.1% | +8.3% |
| 6M | +10.6% | +54.1% | -43.4% | +3.7% |
| YTD | +35.4% | +57.1% | -21.7% | +26.2% |
| 1Y | +46.5% | +45.8% | +0.7% | +37.9% |
| 3Y | +3.0% | +157.6% | -154.6% | -12.3% |
| All | +60.6% | +152.0% | -91.4% | +36.5% |
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