-100.0%
DFNS vs LBRT
-28.3%
-71.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.1% | -11.1% | -2.6% |
| 7D | -42.8% | -11.9% | -30.9% | -43.2% |
| 30D | -67.6% | -31.9% | -35.6% | -68.5% |
| 3M | -94.9% | -34.9% | -60.0% | -95.0% |
| 6M | -96.7% | -60.7% | -36.1% | -97.0% |
| YTD | -99.6% | -29.2% | -70.4% | -99.6% |
| 1Y | -99.7% | -23.6% | -76.1% | -99.7% |
| 3Y | -100.0% | -26.8% | -73.1% | -100.0% |
| All | -100.0% | -28.3% | -71.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling