+356.7%
DE vs LBRT
-15.3%
+372.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +0.3% | +9.2% | -8.9% | -1.3% |
| 30D | +3.6% | -27.5% | +31.1% | +8.7% |
| 3M | +10.2% | -37.9% | +48.1% | +18.4% |
| 6M | +16.6% | -60.7% | +77.3% | +34.4% |
| YTD | +45.8% | -28.5% | +74.3% | +48.4% |
| 1Y | +43.9% | -13.2% | +57.1% | +40.7% |
| 3Y | +89.6% | -28.8% | +118.4% | +83.0% |
| 5Y | +100.3% | +28.0% | +72.4% | +65.1% |
| All | +356.7% | -15.3% | +372.1% | +217.1% |
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