+35.4%
DD vs LBRT
-25.0%
+60.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.2% | +9.4% | -1.3% |
| 7D | +8.7% | -25.3% | +34.0% | +9.8% |
| 30D | +15.3% | -32.9% | +48.2% | +17.0% |
| 3M | +5.9% | -33.3% | +39.2% | +7.5% |
| 6M | +11.6% | -61.0% | +72.5% | +15.1% |
| YTD | +26.5% | -28.0% | +54.5% | +25.6% |
| 1Y | +35.4% | -21.5% | +56.9% | +35.2% |
| All | +35.4% | -25.0% | +60.4% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling