+554.4%
DECK vs LBRT
-14.8%
+569.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -11.2% | +17.2% | +7.6% |
| 7D | +10.4% | -25.3% | +35.7% | +14.7% |
| 30D | +11.1% | -32.9% | +44.0% | +17.1% |
| 3M | -10.8% | -33.3% | +22.6% | -6.3% |
| 6M | -8.7% | -61.0% | +52.2% | +3.1% |
| YTD | -14.0% | -28.0% | +14.0% | -13.1% |
| 1Y | +12.0% | -21.5% | +33.5% | +11.3% |
| 3Y | -10.5% | -31.5% | +21.0% | -12.5% |
| 5Y | +28.5% | +12.3% | +16.2% | +11.3% |
| All | +554.4% | -14.8% | +569.2% | +339.3% |
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