+187.0%
DHI vs LBRT
+34.6%
+152.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.8% |
| 7D | -6.1% | +2.3% | -8.4% | -6.4% |
| 30D | -10.1% | -2.9% | -7.2% | -10.0% |
| 3M | -7.3% | -26.1% | +18.8% | -5.1% |
| 6M | -6.1% | -26.2% | +20.0% | -4.3% |
| YTD | -5.0% | +13.7% | -18.7% | -8.3% |
| 1Y | -22.1% | +93.6% | -115.7% | -29.9% |
| 3Y | +19.2% | +23.2% | -4.0% | +10.2% |
| 5Y | +59.4% | +125.5% | -66.1% | +30.8% |
| All | +187.0% | +34.6% | +152.5% | +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 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