+68.1%
DD vs LBRT
+25.3%
+42.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +6.7% | +13.8% | -7.1% | +4.5% |
| 30D | +19.4% | -32.4% | +51.8% | +26.2% |
| 3M | +7.6% | -39.9% | +47.5% | +15.6% |
| 6M | +2.9% | -60.8% | +63.7% | +17.6% |
| YTD | +29.9% | -29.3% | +59.1% | +31.7% |
| 1Y | +28.6% | -18.9% | +47.5% | +26.7% |
| 3Y | +90.0% | -28.0% | +118.0% | +80.4% |
| 5Y | +68.1% | +26.6% | +41.6% | +40.9% |
| All | +68.1% | +25.3% | +42.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling