-76.5%
DOCU vs LBRT
+114.2%
-190.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | +6.9% | +8.3% | -1.4% | +6.0% |
| 30D | +19.0% | +6.1% | +12.9% | +18.0% |
| 3M | +34.3% | -34.8% | +69.1% | +40.4% |
| 6M | +48.0% | -24.8% | +72.8% | +50.9% |
| YTD | 0.0% | +12.2% | -12.2% | -4.4% |
| 1Y | -10.3% | +94.0% | -104.3% | -22.2% |
| 3Y | +32.4% | +31.3% | +1.1% | +15.9% |
| All | -76.5% | +114.2% | -190.7% | -80.5% |
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