+30.6%
DD vs LBRT
-23.4%
+54.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | +3.2% | -1.9% | +5.1% | +3.2% |
| 30D | +20.3% | -32.0% | +52.3% | +21.7% |
| 3M | +8.2% | -39.7% | +47.8% | +9.9% |
| 6M | +3.4% | -61.1% | +64.5% | +6.4% |
| YTD | +30.6% | -29.4% | +60.0% | +29.9% |
| 1Y | +30.6% | -24.5% | +55.1% | +31.2% |
| All | +30.6% | -23.4% | +54.1% | +31.2% |
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