+375.1%
DDOG vs LBRT
+18.6%
+356.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -19.1% | -15.7% | -3.4% | -17.6% |
| 30D | -39.2% | -34.3% | -4.9% | -36.5% |
| 3M | -31.6% | -40.6% | +9.0% | -28.0% |
| 6M | -10.9% | -62.0% | +51.1% | -2.9% |
| YTD | +31.2% | -31.6% | +62.8% | +34.0% |
| 1Y | -10.7% | -25.8% | +15.1% | -9.6% |
| 3Y | +72.1% | -30.4% | +102.5% | +70.5% |
| 5Y | -5.5% | +18.7% | -24.2% | -12.3% |
| All | +375.1% | +18.6% | +356.5% | +311.9% |
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 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