+100.6%
DVN vs LVS
+65.2%
+35.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -0.1% | -2.7% | +2.6% | +0.6% |
| 30D | +8.0% | -4.7% | +12.7% | +9.1% |
| 3M | +11.9% | -15.6% | +27.5% | +16.2% |
| 6M | +10.6% | -18.6% | +29.3% | +15.3% |
| YTD | +35.4% | -32.3% | +67.6% | +47.0% |
| 1Y | +46.5% | -18.0% | +64.5% | +50.9% |
| 3Y | +3.0% | -5.8% | +8.8% | +0.9% |
| 5Y | +120.5% | +5.7% | +114.8% | +102.6% |
| 10Y | +62.5% | 0.0% | +62.4% | +54.8% |
| All | +100.6% | +65.2% | +35.4% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling