+12.0%
DIS vs LBRT
-26.4%
+38.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.2% | +0.3% |
| 7D | +5.7% | -34.8% | +40.5% | +11.3% |
| 30D | +12.7% | -43.6% | +56.3% | +20.7% |
| 3M | +15.2% | -41.2% | +56.4% | +22.2% |
| 6M | +17.6% | -66.1% | +83.6% | +33.4% |
| YTD | +3.8% | -37.9% | +41.7% | +6.6% |
| 1Y | +6.8% | -33.9% | +40.7% | +8.4% |
| 3Y | +42.1% | -40.9% | +83.0% | +40.9% |
| 5Y | -31.2% | +2.1% | -33.3% | -39.1% |
| All | +12.0% | -26.4% | +38.4% | -20.6% |
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