-28.8%
DPZ vs LBRT
+114.2%
-143.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -2.5% | +8.3% | -10.8% | -2.8% |
| 30D | -7.0% | +6.1% | -13.1% | -7.2% |
| 3M | +11.6% | -34.8% | +46.4% | +13.4% |
| 6M | -15.2% | -24.8% | +9.7% | -14.6% |
| YTD | -17.2% | +12.2% | -29.5% | -18.7% |
| 1Y | -24.8% | +94.0% | -118.8% | -29.0% |
| 3Y | -8.7% | +31.3% | -39.9% | -13.1% |
| All | -28.8% | +114.2% | -143.0% | -35.0% |
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