+68.0%
DAL vs LBRT
-14.8%
+82.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -11.2% | +18.4% | +9.7% |
| 7D | +11.1% | -25.3% | +36.4% | +17.8% |
| 30D | +7.7% | -32.9% | +40.6% | +16.7% |
| 3M | -3.5% | -33.3% | +29.8% | +4.0% |
| 6M | +31.3% | -61.0% | +92.3% | +57.7% |
| YTD | +30.0% | -28.0% | +58.0% | +32.2% |
| 1Y | +62.1% | -21.5% | +83.6% | +60.7% |
| 3Y | +176.6% | -31.5% | +208.1% | +167.0% |
| 5Y | +126.2% | +12.3% | +113.8% | +79.6% |
| All | +68.0% | -14.8% | +82.7% | -4.1% |
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 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