+369.2%
DE vs LBRT
+33.5%
+335.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | +10.0% | +8.3% | +1.8% | +8.5% |
| 30D | +13.3% | +6.1% | +7.2% | +11.9% |
| 3M | +17.5% | -34.8% | +52.3% | +25.2% |
| 6M | +13.6% | -24.8% | +38.4% | +17.2% |
| YTD | +49.8% | +12.2% | +37.6% | +42.4% |
| 1Y | +47.9% | +94.0% | -46.1% | +24.3% |
| 3Y | +72.5% | +31.3% | +41.3% | +50.1% |
| 5Y | +90.2% | +111.8% | -21.6% | +44.0% |
| All | +369.2% | +33.5% | +335.7% | +204.0% |
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 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