+39.0%
DVN vs LYV
+25.0%
+14.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.8% | -7.1% |
| 7D | -13.9% | +6.2% | -20.1% | -13.5% |
| 30D | -8.0% | +7.3% | -15.4% | -7.5% |
| 3M | +0.8% | -0.3% | +1.1% | +1.0% |
| 6M | -12.8% | +16.2% | -29.0% | -11.9% |
| YTD | +22.7% | +28.5% | -5.8% | +22.4% |
| 1Y | +39.0% | +21.5% | +17.5% | +40.2% |
| All | +39.0% | +25.0% | +14.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling