-52.3%
DOCS vs LBRT
+8.5%
-60.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.2% | +17.6% | +7.1% |
| 7D | +1.2% | -25.3% | +26.6% | +3.2% |
| 30D | +21.3% | -32.9% | +54.2% | +24.5% |
| 3M | +58.4% | -33.3% | +91.7% | +62.0% |
| 6M | +39.3% | -61.0% | +100.3% | +49.5% |
| YTD | -21.7% | -28.0% | +6.3% | -23.4% |
| 1Y | -47.3% | -21.5% | -25.8% | -49.2% |
| 3Y | +58.2% | -31.5% | +89.6% | +48.5% |
| 5Y | -52.3% | +12.3% | -64.6% | -55.6% |
| All | -52.3% | +8.5% | -60.8% | -55.6% |
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