+44.0%
DLTR vs LBRT
-25.0%
+69.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -11.2% | +20.9% | +7.9% |
| 7D | +15.6% | -25.3% | +40.9% | +11.6% |
| 30D | +29.9% | -32.9% | +62.7% | +24.3% |
| 3M | +12.5% | -33.3% | +45.8% | +7.9% |
| 6M | +56.3% | -61.0% | +117.3% | +43.6% |
| YTD | +19.5% | -28.0% | +47.5% | +9.3% |
| 1Y | +44.0% | -21.5% | +65.5% | +29.7% |
| All | +44.0% | -25.0% | +69.0% | +29.7% |
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 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