-31.1%
DOCN vs LBRT
+1.0%
-32.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.7% | -2.2% | -11.5% |
| 7D | -29.3% | -34.8% | +5.5% | -19.1% |
| 30D | -46.0% | -43.6% | -2.4% | -35.3% |
| 3M | -43.2% | -41.2% | -2.0% | -32.9% |
| 6M | -53.7% | -66.1% | +12.4% | -36.6% |
| YTD | +46.9% | -37.9% | +84.8% | +69.3% |
| 1Y | +54.3% | -33.9% | +88.2% | +74.5% |
| 3Y | +185.5% | -40.9% | +226.4% | +210.7% |
| 5Y | -31.1% | +2.1% | -33.2% | -36.6% |
| All | -31.1% | +1.0% | -32.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling