+339.4%
DVN vs LII
+3,124.4%
-2,785.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.8% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +14.2% | -12.6% | +26.8% | +18.6% |
| 3M | +5.2% | -24.4% | +29.7% | +12.0% |
| 6M | +11.9% | -28.7% | +40.6% | +19.8% |
| YTD | +32.8% | -19.1% | +52.0% | +36.4% |
| 1Y | +38.6% | -29.7% | +68.3% | +47.8% |
| 3Y | +0.5% | +4.8% | -4.3% | -7.7% |
| 5Y | +111.0% | +24.6% | +86.5% | +78.4% |
| 10Y | +56.1% | +169.2% | -113.1% | +3.5% |
| All | +339.4% | +3,124.4% | -2,785.0% | +46.7% |
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