+62.5%
DVN vs LII
+163.1%
-100.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.0% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | +8.0% | -11.2% | +19.2% | +12.0% |
| 3M | +11.9% | -28.8% | +40.7% | +21.9% |
| 6M | +10.6% | -26.9% | +37.6% | +17.6% |
| YTD | +35.4% | -22.2% | +57.6% | +39.8% |
| 1Y | +46.5% | -32.0% | +78.4% | +58.6% |
| 3Y | +3.0% | -0.4% | +3.4% | -9.0% |
| 5Y | +120.5% | +22.4% | +98.1% | +73.1% |
| 10Y | +62.5% | +171.4% | -109.0% | 0.0% |
| All | +62.5% | +163.1% | -100.6% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling