+19.9%
DHR vs LBRT
-38.0%
+57.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.6% | +1.4% |
| 7D | -0.9% | -29.1% | +28.3% | +0.7% |
| 30D | +5.4% | -38.4% | +43.8% | +7.7% |
| 3M | +15.3% | -40.1% | +55.4% | +17.9% |
| 6M | +32.1% | -62.9% | +95.0% | +39.4% |
| YTD | +1.2% | -34.5% | +35.7% | -1.1% |
| 1Y | +10.1% | -30.2% | +40.3% | +6.6% |
| 3Y | +19.9% | -37.5% | +57.3% | +10.4% |
| All | +19.9% | -38.0% | +57.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling