+544.4%
DECK vs LBRT
-26.4%
+570.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.2% | +0.5% |
| 7D | +6.0% | -34.8% | +40.8% | +12.3% |
| 30D | +7.4% | -43.6% | +51.0% | +16.0% |
| 3M | -11.7% | -41.2% | +29.6% | -5.6% |
| 6M | -11.0% | -66.1% | +55.1% | +2.5% |
| YTD | -15.4% | -37.9% | +22.5% | -12.7% |
| 1Y | +7.2% | -33.9% | +41.1% | +9.2% |
| 3Y | -11.8% | -40.9% | +29.0% | -12.1% |
| 5Y | +24.3% | +2.1% | +22.2% | +9.0% |
| All | +544.4% | -26.4% | +570.8% | +341.3% |
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