+39.0%
DVN vs LII
-26.0%
+65.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.6% | -10.9% | -6.6% |
| 7D | -13.9% | +7.9% | -21.9% | -12.6% |
| 30D | -8.0% | -0.6% | -7.4% | -7.8% |
| 3M | +0.8% | -19.3% | +20.2% | -2.4% |
| 6M | -12.8% | -29.8% | +17.1% | -16.8% |
| YTD | +22.7% | -25.4% | +48.1% | +17.7% |
| 1Y | +39.0% | -26.2% | +65.2% | +33.5% |
| All | +39.0% | -26.0% | +65.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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