+11.0%
DIA vs LBRT
-23.4%
+34.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -1.6% | -1.9% | +0.3% | -1.6% |
| 30D | +1.3% | -32.0% | +33.3% | +1.8% |
| 3M | -2.1% | -39.7% | +37.6% | -1.3% |
| 6M | +6.2% | -61.1% | +67.3% | +7.5% |
| YTD | +10.3% | -29.4% | +39.7% | +7.7% |
| 1Y | +11.0% | -24.5% | +35.5% | +7.8% |
| All | +11.0% | -23.4% | +34.4% | +7.8% |
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 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