+53.3%
DIA vs LBRT
+6.0%
+47.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.9% |
| 7D | -0.9% | -29.1% | +28.2% | +2.1% |
| 30D | +0.3% | -38.4% | +38.6% | +4.6% |
| 3M | -4.5% | -40.1% | +35.5% | -0.3% |
| 6M | +3.4% | -62.9% | +66.2% | +12.8% |
| YTD | +7.8% | -34.5% | +42.3% | +9.3% |
| 1Y | +10.7% | -30.2% | +41.0% | +11.3% |
| 3Y | +57.5% | -37.5% | +95.0% | +54.6% |
| All | +53.3% | +6.0% | +47.3% | +38.4% |
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 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