+59.1%
DIA vs LBRT
+22.2%
+36.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +1.3% | -32.0% | +33.3% | +4.7% |
| 3M | -2.1% | -39.7% | +37.6% | +2.3% |
| 6M | +6.2% | -61.1% | +67.3% | +15.4% |
| YTD | +10.3% | -29.4% | +39.7% | +11.1% |
| 1Y | +11.0% | -24.5% | +35.5% | +10.6% |
| 3Y | +60.4% | -28.1% | +88.5% | +55.0% |
| 5Y | +59.1% | +23.9% | +35.2% | +40.3% |
| All | +59.1% | +22.2% | +36.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling