+22.3%
DBX vs LBRT
+24.7%
-2.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.5% |
| 7D | -2.4% | +8.3% | -10.7% | -3.2% |
| 30D | -0.5% | +6.1% | -6.6% | -1.3% |
| 3M | +28.1% | -34.8% | +62.8% | +32.7% |
| 6M | +33.1% | -24.8% | +57.9% | +35.4% |
| YTD | +25.3% | +12.2% | +13.1% | +21.5% |
| 1Y | +18.3% | +94.0% | -75.6% | +6.8% |
| 3Y | +25.0% | +31.3% | -6.3% | +15.0% |
| 5Y | +7.5% | +111.8% | -104.3% | -8.4% |
| All | +22.3% | +24.7% | -2.4% | -5.5% |
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