+61.6%
DIA vs LBRT
+25.4%
+36.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -0.2% | +8.3% | -8.4% | -0.9% |
| 30D | -1.5% | +6.1% | -7.7% | -2.1% |
| 3M | +3.8% | -34.8% | +38.5% | +7.2% |
| 6M | +10.3% | -24.8% | +35.1% | +11.9% |
| YTD | +12.1% | +12.2% | -0.1% | +8.5% |
| 1Y | +18.6% | +94.0% | -75.3% | +6.4% |
| All | +61.6% | +25.4% | +36.1% | +48.8% |
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 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