-34.7%
DG vs LBRT
+25.3%
-60.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -2.5% | +13.8% | -16.3% | -2.2% |
| 30D | +7.7% | -32.4% | +40.1% | +7.3% |
| 3M | +13.1% | -39.9% | +53.0% | +12.6% |
| 6M | +32.0% | -60.8% | +92.9% | +31.6% |
| YTD | +3.3% | -29.3% | +32.6% | +2.3% |
| 1Y | +31.7% | -18.9% | +50.5% | +30.1% |
| 3Y | +21.7% | -28.0% | +49.7% | +19.9% |
| 5Y | -34.7% | +26.6% | -61.3% | -36.5% |
| All | -34.7% | +25.3% | -60.1% | -36.5% |
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