+61.7%
DD vs LBRT
+115.1%
-53.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -3.5% | +8.7% | -12.2% | -4.9% |
| 30D | -10.3% | +6.6% | -16.9% | -11.4% |
| 3M | -7.5% | -34.5% | +26.9% | -1.8% |
| 6M | -8.0% | -24.5% | +16.5% | -5.3% |
| YTD | +10.5% | +12.7% | -2.3% | +5.0% |
| 1Y | +38.3% | +94.8% | -56.6% | +16.0% |
| 3Y | +42.5% | +31.9% | +10.6% | +23.4% |
| All | +61.7% | +115.1% | -53.5% | +22.9% |
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