+530.2%
DECK vs LBRT
+33.5%
+496.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.4% |
| 7D | -2.2% | +8.3% | -10.5% | -3.4% |
| 30D | -13.6% | +6.1% | -19.7% | -14.6% |
| 3M | -21.2% | -34.8% | +13.5% | -16.7% |
| 6M | -21.1% | -24.8% | +3.7% | -19.1% |
| YTD | -17.2% | +12.2% | -29.5% | -21.0% |
| 1Y | -30.7% | +94.0% | -124.7% | -40.6% |
| 3Y | -3.4% | +31.3% | -34.6% | -13.9% |
| 5Y | +25.5% | +111.8% | -86.3% | -1.2% |
| All | +530.2% | +33.5% | +496.7% | +299.1% |
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 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