+55.0%
DDOG vs LBRT
+115.1%
-60.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | -10.1% | +8.7% | -18.9% | -10.9% |
| 30D | -24.8% | +6.6% | -31.4% | -25.3% |
| 3M | -12.6% | -34.5% | +21.9% | -9.4% |
| 6M | +79.9% | -24.5% | +104.4% | +82.9% |
| YTD | +56.6% | +12.7% | +43.9% | +51.1% |
| 1Y | +61.6% | +94.8% | -33.3% | +44.7% |
| 3Y | +117.9% | +31.9% | +86.0% | +97.0% |
| All | +55.0% | +115.1% | -60.1% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling