+46.0%
DVN vs LEN
-41.0%
+87.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.7% |
| 7D | +4.5% | -4.8% | +9.3% | +3.9% |
| 30D | +12.0% | -6.6% | +18.5% | +11.0% |
| 3M | +13.4% | -15.7% | +29.1% | +11.9% |
| 6M | +12.1% | -16.6% | +28.7% | +12.6% |
| YTD | +38.8% | -21.3% | +60.2% | +40.3% |
| 1Y | +46.0% | -42.0% | +88.1% | +60.1% |
| All | +46.0% | -41.0% | +87.0% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling