+96.4%
DE vs LBRT
+116.2%
-19.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.8% | -2.5% |
| 7D | +0.7% | +6.9% | -6.3% | -0.4% |
| 30D | +9.6% | +7.8% | +1.9% | +8.1% |
| 3M | +19.0% | -25.3% | +44.2% | +23.6% |
| 6M | +16.1% | -19.6% | +35.6% | +18.1% |
| YTD | +47.0% | +17.2% | +29.9% | +38.5% |
| 1Y | +43.1% | +114.1% | -70.9% | +17.5% |
| 3Y | +77.5% | +27.0% | +50.5% | +54.6% |
| 5Y | +96.4% | +128.3% | -31.9% | +35.1% |
| All | +96.4% | +116.2% | -19.8% | +35.1% |
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 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