+11.7%
DASH vs LBRT
+95.4%
-83.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.7% |
| 7D | -10.6% | +8.3% | -18.8% | -11.3% |
| 30D | +2.2% | +6.1% | -4.0% | +1.3% |
| 3M | +32.3% | -34.8% | +67.0% | +37.5% |
| 6M | +19.1% | -24.8% | +43.9% | +20.9% |
| YTD | -6.5% | +12.2% | -18.7% | -10.1% |
| 1Y | -14.9% | +94.0% | -108.9% | -24.4% |
| 3Y | +151.9% | +31.3% | +120.7% | +127.4% |
| 5Y | +9.4% | +111.8% | -102.4% | -5.5% |
| All | +11.7% | +95.4% | -83.7% | -8.8% |
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 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