+168.1%
DAL vs LBRT
-41.2%
+209.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.3% | -2.3% |
| 7D | +4.6% | -34.8% | +39.4% | +11.0% |
| 30D | +2.3% | -43.6% | +45.9% | +11.1% |
| 3M | -8.1% | -41.2% | +33.1% | -1.3% |
| 6M | +21.4% | -66.1% | +87.5% | +42.9% |
| YTD | +24.3% | -37.9% | +62.2% | +25.2% |
| 1Y | +47.4% | -33.9% | +81.3% | +45.5% |
| All | +168.1% | -41.2% | +209.2% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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