+28.3%
DLTR vs LBRT
-16.4%
+44.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.2% |
| 7D | -2.8% | -1.9% | -0.9% | -2.7% |
| 30D | +21.5% | -32.0% | +53.5% | +24.5% |
| 3M | +11.6% | -39.7% | +51.3% | +15.2% |
| 6M | +58.7% | -61.1% | +119.8% | +68.9% |
| YTD | +16.2% | -29.4% | +45.5% | +16.2% |
| 1Y | +34.8% | -24.5% | +59.3% | +33.9% |
| 3Y | +25.3% | -28.1% | +53.4% | +22.2% |
| 5Y | +25.8% | +23.9% | +1.9% | +15.4% |
| All | +28.3% | -16.4% | +44.7% | +9.7% |
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