+164.6%
DOCN vs LBRT
+107.4%
+57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | +1.1% | +8.3% | -7.1% | -1.1% |
| 30D | -9.6% | +6.1% | -15.8% | -11.0% |
| 3M | -37.7% | -34.8% | -2.9% | -30.7% |
| 6M | +115.2% | -24.8% | +140.0% | +130.0% |
| YTD | +133.7% | +12.2% | +121.5% | +125.0% |
| 1Y | +250.2% | +94.0% | +156.2% | +188.0% |
| 3Y | +320.3% | +31.3% | +289.0% | +266.3% |
| 5Y | +53.1% | +111.8% | -58.7% | +17.2% |
| All | +164.6% | +107.4% | +57.2% | +85.9% |
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