+18.3%
DIS vs LBRT
-59.8%
+78.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.2% | +15.4% | +2.9% |
| 7D | +9.1% | -25.3% | +34.4% | +6.0% |
| 30D | +14.8% | -32.9% | +47.7% | +10.8% |
| 3M | +21.2% | -33.3% | +54.5% | +16.9% |
| 6M | +18.3% | -61.0% | +79.3% | +6.3% |
| All | +18.3% | -59.8% | +78.1% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling