+124.7%
DLR vs LBRT
-15.3%
+140.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | +3.3% | +9.2% | -5.9% | +3.0% |
| 30D | +4.6% | -27.5% | +32.1% | +5.7% |
| 3M | -8.3% | -37.9% | +29.6% | -6.8% |
| 6M | -5.6% | -60.7% | +55.1% | -2.8% |
| YTD | +18.7% | -28.5% | +47.2% | +19.4% |
| 1Y | +17.1% | -13.2% | +30.3% | +17.0% |
| 3Y | +54.4% | -28.8% | +83.1% | +53.5% |
| 5Y | +36.5% | +28.0% | +8.5% | +34.4% |
| All | +124.7% | -15.3% | +140.1% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling