+41.5%
DKS vs LBRT
-28.3%
+69.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +3.7% |
| 7D | +3.8% | -11.9% | +15.8% | +5.3% |
| 30D | +8.1% | -31.9% | +40.0% | +13.4% |
| 3M | -28.6% | -34.9% | +6.3% | -24.8% |
| 6M | -33.6% | -60.7% | +27.1% | -24.5% |
| YTD | -23.8% | -29.2% | +5.4% | -24.6% |
| 1Y | -30.7% | -23.6% | -7.1% | -32.9% |
| 3Y | +41.5% | -26.8% | +68.4% | +30.2% |
| All | +41.5% | -28.3% | +69.8% | +30.2% |
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