+80.8%
DPZ vs LBRT
-14.8%
+95.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.2% | +16.7% | +5.8% |
| 7D | +10.1% | -25.3% | +35.4% | +11.0% |
| 30D | +14.6% | -32.9% | +47.5% | +15.9% |
| 3M | -6.8% | -33.3% | +26.6% | -5.8% |
| 6M | +4.4% | -61.0% | +65.3% | +7.4% |
| YTD | -16.8% | -28.0% | +11.2% | -16.9% |
| 1Y | -14.5% | -21.5% | +7.0% | -14.9% |
| 3Y | -1.1% | -31.5% | +30.4% | -2.4% |
| 5Y | -28.0% | +12.3% | -40.3% | -30.9% |
| All | +80.8% | -14.8% | +95.5% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling