+2,502.5%
LITE vs DVN
+55.4%
+2,447.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.9% |
| 7D | +12.6% | -1.3% | +13.9% | +13.0% |
| 30D | +9.9% | +12.6% | -2.7% | +6.5% |
| 3M | +9.3% | +8.1% | +1.2% | +6.6% |
| 6M | +75.2% | +10.2% | +65.1% | +69.7% |
| YTD | +165.5% | +33.8% | +131.7% | +144.8% |
| 1Y | +555.0% | +43.9% | +511.1% | +491.6% |
| 3Y | +1,870.5% | +1.7% | +1,868.7% | +1,805.9% |
| 5Y | +1,009.8% | +119.6% | +890.2% | +773.4% |
| 10Y | +2,502.5% | +53.7% | +2,448.8% | +1,802.7% |
| All | +2,502.5% | +55.4% | +2,447.1% | +1,802.7% |
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