+49.7%
LRCX vs DVN
+9.7%
+40.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -0.8% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +3.1% | +8.0% | -4.9% | +7.8% |
| 3M | -3.4% | +11.9% | -15.3% | +4.2% |
| 6M | +49.7% | +10.6% | +39.1% | +57.1% |
| All | +49.7% | +9.7% | +40.0% | +57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling