+355.5%
DE vs LBRT
-22.5%
+377.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.3% |
| 7D | -0.6% | -29.1% | +28.6% | +5.1% |
| 30D | +2.3% | -38.4% | +40.6% | +10.4% |
| 3M | +9.5% | -40.1% | +49.6% | +18.3% |
| 6M | +14.1% | -62.9% | +77.0% | +32.8% |
| YTD | +45.4% | -34.5% | +79.9% | +50.3% |
| 1Y | +42.9% | -30.2% | +73.1% | +45.4% |
| 3Y | +84.8% | -37.5% | +122.3% | +82.7% |
| 5Y | +101.8% | +7.6% | +94.2% | +71.6% |
| All | +355.5% | -22.5% | +377.9% | +221.2% |
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 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