+1,172.1%
LITE vs DVN
-2.4%
+1,174.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.3% |
| 7D | -35.9% | -19.1% | -16.9% | -29.6% |
| 30D | -51.5% | -11.8% | -39.7% | -48.6% |
| 3M | -35.7% | -1.5% | -34.3% | -35.5% |
| 6M | -43.0% | -8.2% | -34.8% | -41.3% |
| YTD | +46.1% | +17.4% | +28.7% | +32.3% |
| 1Y | +124.7% | +33.5% | +91.2% | +89.8% |
| 3Y | +1,172.1% | -0.3% | +1,172.4% | +1,122.6% |
| All | +1,172.1% | -2.4% | +1,174.5% | +1,122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling