+22.2%
LQD vs DVN
+69.2%
-47.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | -1.1% | +4.5% | -5.6% | -1.2% |
| 30D | -1.3% | +12.0% | -13.3% | -1.5% |
| 3M | -3.2% | +13.4% | -16.6% | -3.4% |
| 6M | -2.1% | +12.1% | -14.2% | -2.4% |
| YTD | -2.4% | +38.8% | -41.2% | -3.0% |
| 1Y | -2.7% | +46.0% | -48.7% | -3.5% |
| 3Y | +14.2% | +9.5% | +4.7% | +13.6% |
| 5Y | -5.8% | +125.3% | -131.1% | -8.0% |
| All | +22.2% | +69.2% | -47.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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