+16.4%
DBX vs LBRT
-21.8%
+38.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -0.9% | +2.0% |
| 7D | -8.1% | -1.9% | -6.2% | -8.2% |
| 30D | -4.9% | -32.0% | +27.1% | -1.8% |
| 3M | -2.7% | -39.7% | +37.0% | +1.3% |
| 6M | +25.2% | -61.1% | +86.3% | +35.4% |
| YTD | +19.3% | -29.4% | +48.7% | +20.1% |
| 1Y | +6.6% | -24.5% | +31.1% | +6.3% |
| 3Y | +24.6% | -28.1% | +52.7% | +21.1% |
| 5Y | +23.5% | +23.9% | -0.4% | +10.4% |
| All | +16.4% | -21.8% | +38.3% | -6.6% |
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