-48.1%
DOCS vs LBRT
-32.4%
-15.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.4% | -6.4% |
| 7D | -1.3% | -34.8% | +33.5% | -7.6% |
| 30D | +19.4% | -43.6% | +63.0% | +9.3% |
| 3M | +53.4% | -41.2% | +94.6% | +41.6% |
| 6M | +28.8% | -66.1% | +94.8% | +13.6% |
| YTD | -25.1% | -37.9% | +12.8% | -37.4% |
| 1Y | -48.1% | -33.9% | -14.3% | -59.1% |
| All | -48.1% | -32.4% | -15.7% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling