+33.8%
DIS vs LBRT
+26.0%
+7.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -2.6% | +8.7% | -11.3% | -3.4% |
| 30D | +3.5% | +6.6% | -3.1% | +2.6% |
| 3M | +6.8% | -34.5% | +41.3% | +11.3% |
| 6M | +3.0% | -24.5% | +27.5% | +4.7% |
| YTD | -6.7% | +12.7% | -19.5% | -11.2% |
| 1Y | -10.1% | +94.8% | -104.9% | -23.0% |
| All | +33.8% | +26.0% | +7.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling