+38.8%
DD vs LBRT
-19.0%
+57.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.8% |
| 7D | +2.2% | -15.7% | +17.9% | +5.3% |
| 30D | +20.7% | -34.3% | +54.9% | +29.8% |
| 3M | +11.3% | -40.6% | +51.9% | +21.7% |
| 6M | +6.0% | -62.0% | +68.0% | +25.0% |
| YTD | +31.7% | -31.6% | +63.3% | +35.9% |
| 1Y | +32.2% | -25.8% | +58.0% | +33.6% |
| 3Y | +92.7% | -30.4% | +123.1% | +87.1% |
| 5Y | +72.1% | +18.7% | +53.4% | +41.7% |
| All | +38.8% | -19.0% | +57.9% | -4.3% |
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