+13.7%
DIS vs LBRT
-15.3%
+29.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +1.9% | +9.2% | -7.3% | +0.7% |
| 30D | +9.2% | -27.5% | +36.7% | +13.1% |
| 3M | +13.5% | -37.9% | +51.4% | +19.6% |
| 6M | +14.3% | -60.7% | +75.0% | +27.2% |
| YTD | +5.4% | -28.5% | +33.9% | +6.2% |
| 1Y | +12.2% | -13.2% | +25.4% | +9.5% |
| 3Y | +37.2% | -28.8% | +66.0% | +32.7% |
| 5Y | -23.1% | +28.0% | -51.1% | -34.1% |
| All | +13.7% | -15.3% | +29.0% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling