+13.9%
DIS vs LBRT
-19.0%
+32.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +4.4% | -15.7% | +20.1% | +6.4% |
| 30D | +10.3% | -34.3% | +44.6% | +15.8% |
| 3M | +15.5% | -40.6% | +56.2% | +22.5% |
| 6M | +11.2% | -62.0% | +73.2% | +24.3% |
| YTD | +5.6% | -31.6% | +37.2% | +7.0% |
| 1Y | +7.7% | -25.8% | +33.5% | +7.6% |
| 3Y | +39.3% | -30.4% | +69.7% | +35.0% |
| 5Y | -29.5% | +18.7% | -48.2% | -39.0% |
| All | +13.9% | -19.0% | +32.9% | -20.3% |
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 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