+9.2%
DVN vs LII
-8.5%
+17.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.5% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | -8.2% | -1.7% | -6.5% | -8.2% |
| 3M | -0.3% | -18.3% | +17.9% | +1.6% |
| 6M | -2.5% | -32.3% | +29.8% | +0.5% |
| YTD | +25.0% | -27.1% | +52.1% | +25.3% |
| 1Y | +31.1% | -27.2% | +58.3% | +31.2% |
| All | +9.2% | -8.5% | +17.7% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling