+450.9%
DKS vs LBRT
+33.5%
+417.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.6% |
| 7D | +3.0% | +8.3% | -5.2% | +1.5% |
| 30D | -30.5% | +6.1% | -36.7% | -31.3% |
| 3M | -35.7% | -34.8% | -0.9% | -31.4% |
| 6M | -29.7% | -24.8% | -4.9% | -27.5% |
| YTD | -28.9% | +12.2% | -41.1% | -32.4% |
| 1Y | -35.9% | +94.0% | -129.9% | -46.1% |
| 3Y | +28.2% | +31.3% | -3.1% | +12.4% |
| 5Y | +11.8% | +111.8% | -100.0% | -15.1% |
| All | +450.9% | +33.5% | +417.4% | +237.8% |
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