+31.2%
DG vs LBRT
-17.1%
+48.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.2% |
| 7D | +0.3% | +9.2% | -8.9% | +1.2% |
| 30D | +3.2% | -27.5% | +30.8% | +0.6% |
| 3M | +10.4% | -37.9% | +48.3% | +6.6% |
| 6M | +33.2% | -60.7% | +93.9% | +25.3% |
| YTD | +3.0% | -28.5% | +31.5% | -1.5% |
| 1Y | +31.2% | -13.2% | +44.4% | +21.9% |
| All | +31.2% | -17.1% | +48.3% | +21.9% |
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