+47.3%
DLR vs LBRT
-38.0%
+85.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.6% | -0.8% |
| 7D | -3.6% | -29.1% | +25.5% | -0.8% |
| 30D | -3.5% | -38.4% | +34.9% | +0.4% |
| 3M | -8.9% | -40.1% | +31.1% | -5.1% |
| 6M | -11.6% | -62.9% | +51.3% | -4.1% |
| YTD | +14.9% | -34.5% | +49.4% | +16.4% |
| 1Y | +6.4% | -30.2% | +36.6% | +7.0% |
| 3Y | +47.3% | -37.5% | +84.7% | +46.1% |
| All | +47.3% | -38.0% | +85.3% | +46.1% |
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 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