+19.0%
DLR vs LBRT
+100.7%
-81.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +1.6% | +8.3% | -6.7% | +1.3% |
| 30D | -3.4% | +6.1% | -9.5% | -3.5% |
| 3M | +0.5% | -34.8% | +35.3% | +3.2% |
| 6M | +4.6% | -24.8% | +29.4% | +5.9% |
| YTD | +23.4% | +12.2% | +11.2% | +19.8% |
| 1Y | +19.0% | +94.0% | -75.0% | +9.1% |
| All | +19.0% | +100.7% | -81.7% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling