+376.8%
DDOG vs LBRT
+13.6%
+363.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.8% | +2.0% |
| 7D | -23.9% | -29.1% | +5.2% | -21.1% |
| 30D | -34.0% | -38.4% | +4.4% | -30.6% |
| 3M | -21.9% | -40.1% | +18.1% | -17.8% |
| 6M | +24.6% | -62.9% | +87.5% | +36.1% |
| YTD | +31.7% | -34.5% | +66.2% | +35.1% |
| 1Y | -6.2% | -30.2% | +24.0% | -4.4% |
| 3Y | +125.1% | -37.5% | +162.5% | +125.0% |
| 5Y | -3.5% | +7.6% | -11.1% | -9.6% |
| All | +376.8% | +13.6% | +363.2% | +315.4% |
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 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