+16.5%
DD vs LBRT
+33.5%
-17.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.1% |
| 7D | -3.5% | +8.3% | -11.8% | -5.0% |
| 30D | -10.3% | +6.1% | -16.4% | -11.5% |
| 3M | -7.5% | -34.8% | +27.2% | -0.7% |
| 6M | -8.0% | -24.8% | +16.8% | -4.7% |
| YTD | +10.5% | +12.2% | -1.8% | +4.6% |
| 1Y | +38.3% | +94.0% | -55.7% | +14.5% |
| 3Y | +42.5% | +31.3% | +11.2% | +22.8% |
| 5Y | +60.2% | +111.8% | -51.7% | +18.0% |
| All | +16.5% | +33.5% | -17.0% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling