+369.1%
DE vs LBRT
-16.4%
+385.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | 0.0% |
| 7D | +2.3% | -1.9% | +4.2% | +2.4% |
| 30D | +9.3% | -32.0% | +41.4% | +16.0% |
| 3M | +12.2% | -39.7% | +51.9% | +21.1% |
| 6M | +18.1% | -61.1% | +79.2% | +36.3% |
| YTD | +49.8% | -29.4% | +79.1% | +52.7% |
| 1Y | +46.4% | -24.5% | +70.8% | +46.9% |
| 3Y | +92.5% | -28.1% | +120.6% | +85.4% |
| 5Y | +107.4% | +23.9% | +83.5% | +71.9% |
| All | +369.1% | -16.4% | +385.5% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling