+50.5%
DAL vs LBRT
+33.5%
+17.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +0.1% | +8.3% | -8.1% | -1.8% |
| 30D | -13.9% | +6.1% | -20.1% | -15.4% |
| 3M | +1.1% | -34.8% | +35.8% | +9.7% |
| 6M | +26.2% | -24.8% | +51.1% | +30.8% |
| YTD | +16.4% | +12.2% | +4.2% | +8.5% |
| 1Y | +33.9% | +94.0% | -60.1% | +6.3% |
| 3Y | +93.4% | +31.3% | +62.1% | +61.5% |
| 5Y | +106.4% | +111.8% | -5.5% | +41.2% |
| All | +50.5% | +33.5% | +17.0% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling