+390.4%
DDOG vs LBRT
+24.1%
+366.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | +2.9% | +9.2% | -6.3% | +1.9% |
| 30D | -31.6% | -27.5% | -4.1% | -29.3% |
| 3M | -27.0% | -37.9% | +10.9% | -23.5% |
| 6M | -10.3% | -60.7% | +50.4% | -2.6% |
| YTD | +35.4% | -28.5% | +63.9% | +37.6% |
| 1Y | -1.0% | -13.2% | +12.2% | -1.4% |
| 3Y | +76.7% | -28.8% | +105.4% | +74.5% |
| 5Y | -4.6% | +28.0% | -32.5% | -12.1% |
| All | +390.4% | +24.1% | +366.4% | +323.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling