-14.9%
DASH vs LBRT
+101.6%
-116.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.6% |
| 7D | -10.6% | +8.7% | -19.3% | -10.6% |
| 30D | +2.2% | +6.6% | -4.5% | +2.1% |
| 3M | +32.3% | -34.5% | +66.7% | +33.0% |
| 6M | +19.1% | -24.5% | +43.6% | +18.1% |
| YTD | -6.5% | +12.7% | -19.2% | -11.0% |
| 1Y | -14.9% | +94.8% | -109.7% | -19.8% |
| All | -14.9% | +101.6% | -116.5% | -19.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling