+21.7%
DBX vs LBRT
-27.5%
+49.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -3.6% |
| 7D | -4.4% | -29.1% | +24.8% | -1.5% |
| 30D | +4.8% | -38.4% | +43.2% | +9.2% |
| 3M | +0.3% | -40.1% | +40.4% | +4.6% |
| 6M | +40.4% | -62.9% | +103.3% | +52.7% |
| YTD | +24.7% | -34.5% | +59.2% | +26.6% |
| 1Y | +20.9% | -30.2% | +51.1% | +21.5% |
| 3Y | +34.5% | -37.5% | +72.0% | +32.7% |
| 5Y | +24.6% | +7.6% | +17.0% | +13.1% |
| All | +21.7% | -27.5% | +49.2% | -1.6% |
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