-99.9%
DFNS vs LBRT
+238.3%
-338.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | -16.0% | +8.3% | -24.3% | -15.7% |
| 30D | -77.7% | +6.1% | -83.8% | -77.7% |
| 3M | -77.2% | -34.8% | -42.4% | -77.5% |
| 6M | -95.2% | -24.8% | -70.4% | -95.2% |
| YTD | -98.0% | +12.2% | -110.2% | -97.9% |
| 1Y | -98.3% | +94.0% | -192.2% | -98.1% |
| 3Y | -99.9% | +31.3% | -131.2% | -99.9% |
| 5Y | -99.9% | +111.8% | -211.7% | -99.9% |
| All | -99.9% | +238.3% | -338.1% | -99.8% |
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