+147.6%
DHR vs LBRT
+33.5%
+114.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -3.9% | +8.7% | -12.6% | -4.4% |
| 30D | +4.0% | +6.6% | -2.6% | +3.5% |
| 3M | +11.5% | -34.5% | +46.0% | +13.8% |
| 6M | +1.9% | -24.5% | +26.4% | +2.7% |
| YTD | -8.9% | +12.7% | -21.6% | -10.9% |
| 1Y | +5.1% | +94.8% | -89.7% | -1.7% |
| 3Y | -10.3% | +31.9% | -42.1% | -15.1% |
| 5Y | -27.8% | +111.8% | -139.6% | -34.0% |
| All | +147.6% | +33.5% | +114.2% | +109.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling