+358.1%
DE vs LBRT
+43.0%
+315.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | -3.0% | +10.2% | -13.2% | -4.7% |
| 30D | +11.1% | +4.9% | +6.3% | +10.0% |
| 3M | +17.6% | -21.2% | +38.8% | +21.2% |
| 6M | +13.6% | -19.9% | +33.5% | +15.9% |
| YTD | +46.3% | +20.8% | +25.5% | +37.1% |
| 1Y | +44.2% | +123.5% | -79.4% | +17.9% |
| 3Y | +76.6% | +30.9% | +45.6% | +54.0% |
| 5Y | +98.2% | +136.3% | -38.1% | +47.1% |
| All | +358.1% | +43.0% | +315.1% | +193.0% |
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