+77.9%
DD vs LBRT
-38.0%
+115.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.3% |
| 7D | +4.6% | -29.1% | +33.8% | +9.4% |
| 30D | +11.8% | -38.4% | +50.2% | +19.1% |
| 3M | +2.2% | -40.1% | +42.2% | +9.0% |
| 6M | -1.6% | -62.9% | +61.3% | +12.3% |
| YTD | +23.0% | -34.5% | +57.5% | +25.0% |
| 1Y | +26.9% | -30.2% | +57.2% | +26.9% |
| 3Y | +77.9% | -37.5% | +115.3% | +75.2% |
| All | +77.9% | -38.0% | +115.9% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling