-5.2%
DASH vs LBRT
+13.5%
-18.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.6% |
| 7D | +0.4% | -29.1% | +29.5% | +3.3% |
| 30D | -6.0% | -38.4% | +32.3% | -2.1% |
| 3M | -15.8% | -40.1% | +24.3% | -12.3% |
| 6M | +7.0% | -62.9% | +69.9% | +16.4% |
| YTD | -20.7% | -34.5% | +13.9% | -20.2% |
| 1Y | -8.5% | -30.2% | +21.7% | -9.0% |
| 3Y | +101.8% | -37.5% | +139.3% | +95.4% |
| 5Y | -9.6% | +7.6% | -17.2% | -17.8% |
| All | -5.2% | +13.5% | -18.7% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling