+67.3%
DVN vs LVS
0.0%
+67.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +4.5% | -3.5% | +8.0% | +6.2% |
| 30D | +12.0% | -6.2% | +18.2% | +15.0% |
| 3M | +13.4% | -14.8% | +28.2% | +21.4% |
| 6M | +12.1% | -20.9% | +33.0% | +22.7% |
| YTD | +38.8% | -33.0% | +71.9% | +63.3% |
| 1Y | +46.0% | -20.0% | +66.1% | +55.2% |
| 3Y | +9.5% | -6.9% | +16.4% | +2.4% |
| 5Y | +125.3% | +9.1% | +116.2% | +70.5% |
| All | +67.3% | 0.0% | +67.2% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling