+137.1%
DIA vs LBRT
-26.4%
+163.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -13.7% | +10.2% | -1.9% |
| 7D | -1.6% | -34.8% | +33.2% | +3.1% |
| 30D | 0.0% | -43.6% | +43.6% | +6.4% |
| 3M | -4.9% | -41.2% | +36.3% | +0.5% |
| 6M | +5.0% | -66.1% | +71.1% | +17.8% |
| YTD | +8.2% | -37.9% | +46.1% | +11.5% |
| 1Y | +10.3% | -33.9% | +44.2% | +12.5% |
| 3Y | +58.4% | -40.9% | +99.2% | +58.2% |
| 5Y | +54.3% | +2.1% | +52.2% | +38.8% |
| All | +137.1% | -26.4% | +163.5% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling