-5.1%
DASH vs LBRT
+7.7%
-12.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.7% | +4.3% | -8.1% |
| 7D | +0.5% | -34.8% | +35.3% | +4.2% |
| 30D | -7.1% | -43.6% | +36.5% | -2.4% |
| 3M | -13.2% | -41.2% | +28.0% | -9.5% |
| 6M | +8.3% | -66.1% | +74.4% | +19.0% |
| YTD | -20.6% | -37.9% | +17.3% | -19.7% |
| 1Y | -24.4% | -33.9% | +9.5% | -24.4% |
| 3Y | +94.5% | -40.9% | +135.4% | +89.4% |
| 5Y | -9.4% | +2.1% | -11.6% | -17.3% |
| All | -5.1% | +7.7% | -12.8% | -18.5% |
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