+11.8%
DIA vs LBRT
-17.1%
+28.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +2.1% | +9.2% | -7.1% | +1.9% |
| 30D | +1.5% | -27.5% | +29.0% | +1.8% |
| 3M | -2.4% | -37.9% | +35.5% | -1.8% |
| 6M | +6.0% | -60.7% | +66.7% | +7.0% |
| YTD | +10.1% | -28.5% | +38.6% | +7.3% |
| 1Y | +11.8% | -13.2% | +25.0% | +7.0% |
| All | +11.8% | -17.1% | +28.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling