-8.4%
DPZ vs LBRT
-30.4%
+22.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.3% |
| 7D | +2.2% | -15.7% | +17.8% | +2.0% |
| 30D | +6.7% | -34.3% | +41.0% | +6.6% |
| 3M | -4.5% | -40.6% | +36.1% | -4.5% |
| 6M | +3.3% | -62.0% | +65.3% | +4.9% |
| YTD | -19.4% | -31.6% | +12.2% | -21.1% |
| 1Y | -17.3% | -25.8% | +8.5% | -19.4% |
| 3Y | -8.4% | -30.4% | +22.0% | -11.7% |
| All | -8.4% | -30.4% | +22.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling