-99.6%
DFNS vs LBRT
-25.0%
-74.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -11.2% | -7.1% | -15.3% |
| 7D | -27.7% | -25.3% | -2.3% | -22.1% |
| 30D | -58.0% | -32.9% | -25.1% | -53.7% |
| 3M | -94.0% | -33.3% | -60.7% | -93.3% |
| 6M | -94.6% | -61.0% | -33.6% | -92.7% |
| YTD | -99.4% | -28.0% | -71.4% | -99.5% |
| 1Y | -99.6% | -21.5% | -78.1% | -99.7% |
| All | -99.6% | -25.0% | -74.6% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling