+53.7%
DG vs LBRT
-22.5%
+76.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -3.1% |
| 7D | +1.1% | -29.1% | +30.2% | +1.1% |
| 30D | +9.5% | -38.4% | +47.9% | +9.6% |
| 3M | +5.5% | -40.1% | +45.5% | +5.6% |
| 6M | +16.1% | -62.9% | +79.0% | +16.6% |
| YTD | +2.7% | -34.5% | +37.2% | +2.4% |
| 1Y | +42.1% | -30.2% | +72.3% | +41.5% |
| 3Y | +19.3% | -37.5% | +56.7% | +18.5% |
| 5Y | -35.3% | +7.6% | -42.9% | -36.4% |
| All | +53.7% | -22.5% | +76.2% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling