+156.7%
LITE vs DVN
+35.1%
+121.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +9.6% |
| 7D | +3.4% | +1.9% | +1.5% | +3.0% |
| 30D | -34.9% | -8.2% | -26.7% | -33.0% |
| 3M | -21.0% | -0.3% | -20.7% | -20.3% |
| 6M | -38.5% | -2.5% | -36.0% | -37.4% |
| YTD | +75.8% | +25.0% | +50.8% | +76.6% |
| 1Y | +156.7% | +31.1% | +125.6% | +148.0% |
| All | +156.7% | +35.1% | +121.5% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling