+119.6%
DVN vs LII
+25.8%
+93.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.3% | +2.1% | -3.4% | -1.7% |
| 30D | +12.6% | -12.4% | +25.0% | +14.8% |
| 3M | +8.1% | -24.8% | +32.9% | +11.5% |
| 6M | +10.2% | -25.2% | +35.3% | +13.1% |
| YTD | +33.8% | -20.3% | +54.0% | +34.7% |
| 1Y | +43.9% | -32.9% | +76.8% | +51.1% |
| 3Y | +1.7% | +2.0% | -0.3% | -4.4% |
| 5Y | +119.6% | +24.4% | +95.2% | +128.9% |
| All | +119.6% | +25.8% | +93.8% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling