+133.6%
DLR vs LBRT
+33.5%
+100.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +1.6% | +8.7% | -7.2% | +1.3% |
| 30D | -3.4% | +6.6% | -10.0% | -3.6% |
| 3M | +0.5% | -34.5% | +35.0% | +1.8% |
| 6M | +4.6% | -24.5% | +29.0% | +5.2% |
| YTD | +23.4% | +12.7% | +10.7% | +22.3% |
| 1Y | +19.0% | +94.8% | -75.8% | +15.5% |
| 3Y | +56.5% | +31.9% | +24.7% | +52.8% |
| 5Y | +33.3% | +111.8% | -78.5% | +29.2% |
| All | +133.6% | +33.5% | +100.1% | +114.8% |
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 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