+67.3%
DVN vs LEN
+108.0%
-40.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | +4.5% | -4.8% | +9.3% | +6.0% |
| 30D | +12.0% | -6.6% | +18.5% | +14.1% |
| 3M | +13.4% | -15.7% | +29.1% | +18.4% |
| 6M | +12.1% | -16.6% | +28.7% | +16.1% |
| YTD | +38.8% | -21.3% | +60.2% | +45.8% |
| 1Y | +46.0% | -42.0% | +88.1% | +69.8% |
| 3Y | +9.5% | -27.9% | +37.4% | +13.1% |
| 5Y | +125.3% | -10.7% | +136.0% | +105.9% |
| All | +67.3% | +108.0% | -40.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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