+29.7%
DD vs LBRT
-22.5%
+52.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.1% |
| 7D | +4.6% | -29.1% | +33.8% | +11.2% |
| 30D | +11.8% | -38.4% | +50.2% | +21.7% |
| 3M | +2.2% | -40.1% | +42.2% | +11.4% |
| 6M | -1.6% | -62.9% | +61.3% | +16.5% |
| YTD | +23.0% | -34.5% | +57.5% | +28.0% |
| 1Y | +26.9% | -30.2% | +57.2% | +29.8% |
| 3Y | +77.9% | -37.5% | +115.3% | +76.5% |
| 5Y | +59.9% | +7.6% | +52.3% | +34.3% |
| All | +29.7% | -22.5% | +52.1% | -9.9% |
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 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