+313.6%
DVN vs LII
+2,806.7%
-2,493.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | -8.2% | -1.7% | -6.5% | -8.3% |
| 3M | -0.3% | -18.3% | +17.9% | +5.0% |
| 6M | -2.5% | -32.3% | +29.8% | +6.2% |
| YTD | +25.0% | -27.1% | +52.1% | +31.4% |
| 1Y | +31.1% | -27.2% | +58.3% | +37.6% |
| 3Y | +8.7% | -8.9% | +17.6% | +3.8% |
| 5Y | +33.3% | +19.7% | +13.6% | +13.1% |
| 10Y | +55.3% | +168.9% | -113.6% | +2.3% |
| All | +313.6% | +2,806.7% | -2,493.2% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling