-71.7%
DOCU vs LBRT
+8.5%
-80.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.2% | +11.4% | +1.3% |
| 7D | -3.7% | -25.3% | +21.6% | -1.0% |
| 30D | +15.0% | -32.9% | +47.8% | +19.2% |
| 3M | +39.9% | -33.3% | +73.2% | +44.6% |
| 6M | +66.2% | -61.0% | +127.1% | +82.8% |
| YTD | +17.7% | -28.0% | +45.7% | +16.6% |
| 1Y | +13.7% | -21.5% | +35.2% | +10.8% |
| 3Y | +95.9% | -31.5% | +127.4% | +84.8% |
| 5Y | -71.7% | +12.3% | -84.0% | -78.1% |
| All | -71.7% | +8.5% | -80.2% | -78.1% |
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 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