+57.5%
DVN vs LTH
+160.9%
-103.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +14.2% | -4.6% | +18.8% | +14.7% |
| 3M | +5.2% | +32.8% | -27.6% | +1.4% |
| 6M | +11.9% | +64.6% | -52.7% | +3.9% |
| YTD | +32.8% | +62.6% | -29.8% | +23.4% |
| 1Y | +38.6% | +49.9% | -11.4% | +30.1% |
| 3Y | +0.5% | +151.3% | -150.8% | -13.9% |
| All | +57.5% | +160.9% | -103.3% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling