-34.6%
DG vs LBRT
+115.1%
-149.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.5% |
| 7D | +8.4% | +8.7% | -0.3% | +8.4% |
| 30D | +4.9% | +6.6% | -1.7% | +4.9% |
| 3M | +29.3% | -34.5% | +63.8% | +29.3% |
| 6M | -11.3% | -24.5% | +13.2% | -11.3% |
| YTD | +1.8% | +12.7% | -11.0% | +1.2% |
| 1Y | +25.3% | +94.8% | -69.5% | +23.9% |
| 3Y | +9.1% | +31.9% | -22.8% | +7.6% |
| All | -34.6% | +115.1% | -149.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling