+125.1%
DDOG vs LBRT
-38.0%
+163.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.8% | +1.9% |
| 7D | -23.9% | -29.1% | +5.2% | -20.8% |
| 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% | +35.3% |
| YTD | +31.7% | -34.5% | +66.2% | +34.4% |
| 1Y | -6.2% | -30.2% | +24.0% | -5.0% |
| 3Y | +125.1% | -37.5% | +162.5% | +115.4% |
| All | +125.1% | -38.0% | +163.1% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling