+144.7%
DHR vs LBRT
+38.7%
+106.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.4% |
| 7D | -0.8% | +6.9% | -7.8% | -1.2% |
| 30D | +0.2% | +7.8% | -7.6% | -0.3% |
| 3M | +12.1% | -25.3% | +37.3% | +13.5% |
| 6M | +5.4% | -19.6% | +25.0% | +5.9% |
| YTD | -10.0% | +17.2% | -27.1% | -12.2% |
| 1Y | +4.1% | +114.1% | -110.0% | -3.3% |
| 3Y | -5.2% | +27.0% | -32.2% | -10.0% |
| 5Y | -28.2% | +128.3% | -156.5% | -34.6% |
| All | +144.7% | +38.7% | +106.0% | +106.9% |
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