+368.8%
DE vs LBRT
-16.2%
+385.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.5% |
| 7D | +3.5% | -11.9% | +15.5% | +5.5% |
| 30D | +11.3% | -31.9% | +43.3% | +18.1% |
| 3M | +11.6% | -34.9% | +46.5% | +18.8% |
| 6M | +20.9% | -60.7% | +81.5% | +39.3% |
| YTD | +49.7% | -29.2% | +78.9% | +52.6% |
| 1Y | +49.5% | -23.6% | +73.1% | +49.7% |
| 3Y | +94.7% | -26.8% | +121.5% | +86.8% |
| 5Y | +107.4% | +16.3% | +91.0% | +73.9% |
| All | +368.8% | -16.2% | +385.0% | +226.1% |
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