+459.9%
DDOG vs LBRT
+103.3%
+356.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.6% |
| 7D | -6.1% | +6.9% | -13.0% | -6.7% |
| 30D | -10.1% | +7.8% | -17.9% | -10.8% |
| 3M | -9.3% | -25.3% | +16.0% | -7.4% |
| 6M | +67.2% | -19.6% | +86.7% | +68.9% |
| YTD | +54.6% | +17.2% | +37.4% | +49.7% |
| 1Y | +54.1% | +114.1% | -60.0% | +39.4% |
| 3Y | +115.3% | +27.0% | +88.3% | +100.3% |
| 5Y | +50.6% | +128.3% | -77.7% | +30.9% |
| All | +459.9% | +103.3% | +356.6% | +360.3% |
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