+97.7%
DOCN vs LBRT
+32.5%
+65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -11.2% | +4.0% | -3.9% |
| 7D | -20.0% | -25.3% | +5.3% | -13.3% |
| 30D | -38.8% | -32.9% | -5.9% | -31.4% |
| 3M | -34.8% | -33.3% | -1.5% | -27.0% |
| 6M | -22.8% | -61.0% | +38.2% | -1.1% |
| YTD | +74.6% | -28.0% | +102.6% | +90.2% |
| 1Y | +116.4% | -21.5% | +137.9% | +130.5% |
| 3Y | +239.3% | -31.5% | +270.8% | +251.3% |
| 5Y | -20.2% | +12.3% | -32.6% | -28.4% |
| All | +97.7% | +32.5% | +65.2% | +57.1% |
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