+180.9%
DHR vs LBRT
-16.2%
+197.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.7% |
| 7D | +3.1% | -11.9% | +15.1% | +3.8% |
| 30D | +7.0% | -31.9% | +38.9% | +9.0% |
| 3M | +15.0% | -34.9% | +49.9% | +17.4% |
| 6M | +37.9% | -60.7% | +98.6% | +44.4% |
| YTD | +3.3% | -29.2% | +32.5% | +3.4% |
| 1Y | +12.8% | -23.6% | +36.4% | +12.2% |
| 3Y | +22.4% | -26.8% | +49.2% | +19.5% |
| 5Y | -9.1% | +16.3% | -25.4% | -14.1% |
| All | +180.9% | -16.2% | +197.1% | +143.5% |
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 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