+65.7%
DIA vs LBRT
+115.1%
-49.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -0.2% | +8.7% | -8.9% | -1.0% |
| 30D | -1.5% | +6.6% | -8.1% | -2.3% |
| 3M | +3.8% | -34.5% | +38.2% | +7.7% |
| 6M | +10.3% | -24.5% | +34.8% | +12.2% |
| YTD | +12.1% | +12.7% | -0.6% | +8.5% |
| 1Y | +18.6% | +94.8% | -76.2% | +6.4% |
| 3Y | +60.6% | +31.9% | +28.8% | +46.6% |
| All | +65.7% | +115.1% | -49.5% | +36.9% |
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