+424.1%
DKS vs LBRT
+38.7%
+385.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.8% | -5.6% |
| 7D | -0.4% | +6.9% | -7.4% | -1.7% |
| 30D | -36.6% | +7.8% | -44.4% | -37.5% |
| 3M | -37.6% | -25.3% | -12.4% | -35.0% |
| 6M | -32.1% | -19.6% | -12.5% | -30.9% |
| YTD | -32.3% | +17.2% | -49.5% | -36.2% |
| 1Y | -39.5% | +114.1% | -153.6% | -50.1% |
| 3Y | +27.7% | +27.0% | +0.6% | +12.7% |
| 5Y | +15.0% | +128.3% | -113.3% | -14.0% |
| All | +424.1% | +38.7% | +385.4% | +218.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling