+18.0%
DLTR vs LBRT
+33.5%
-15.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +2.5% | +8.7% | -6.3% | +1.8% |
| 30D | +2.1% | +6.6% | -4.5% | +1.4% |
| 3M | +20.3% | -34.5% | +54.7% | +23.9% |
| 6M | +11.5% | -24.5% | +36.0% | +12.9% |
| YTD | +6.8% | +12.7% | -5.9% | +3.8% |
| 1Y | +31.1% | +94.8% | -63.8% | +20.1% |
| 3Y | +10.7% | +31.9% | -21.2% | +3.5% |
| 5Y | +41.6% | +111.8% | -70.2% | +25.2% |
| All | +18.0% | +33.5% | -15.4% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling