+2,267.8%
DELL vs LBRT
+33.5%
+2,234.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +14.9% | +8.3% | +6.6% | +13.3% |
| 30D | +13.3% | +6.1% | +7.1% | +12.0% |
| 3M | +24.4% | -34.8% | +59.2% | +32.8% |
| 6M | +258.0% | -24.8% | +282.8% | +269.8% |
| YTD | +320.2% | +12.2% | +308.0% | +302.1% |
| 1Y | +319.1% | +94.0% | +225.1% | +258.4% |
| 3Y | +706.5% | +31.3% | +675.3% | +622.6% |
| 5Y | +1,071.9% | +111.8% | +960.1% | +838.7% |
| All | +2,267.8% | +33.5% | +2,234.3% | +1,478.7% |
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