+1,568.0%
LITE vs DVN
+60.4%
+1,507.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.5% | -4.3% |
| 7D | +22.6% | +7.8% | +14.7% | +20.3% |
| 30D | -36.8% | -7.9% | -28.8% | -35.2% |
| 3M | -33.0% | +3.7% | -36.7% | -33.6% |
| 6M | -37.1% | +0.2% | -37.2% | -37.4% |
| YTD | +69.5% | +28.6% | +40.9% | +57.9% |
| 1Y | +146.1% | +34.6% | +111.5% | +126.5% |
| 3Y | +1,440.8% | +11.8% | +1,429.0% | +1,365.2% |
| 5Y | +580.4% | +37.6% | +542.9% | +497.9% |
| All | +1,568.0% | +60.4% | +1,507.6% | +1,162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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