+81.3%
DPZ vs LBRT
-26.4%
+107.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.7% |
| 7D | +9.5% | -34.8% | +44.3% | +10.8% |
| 30D | +12.8% | -43.6% | +56.4% | +14.6% |
| 3M | -6.2% | -41.2% | +35.0% | -5.0% |
| 6M | +4.3% | -66.1% | +70.3% | +7.7% |
| YTD | -16.6% | -37.9% | +21.3% | -16.4% |
| 1Y | -12.8% | -33.9% | +21.0% | -12.9% |
| 3Y | -0.8% | -40.9% | +40.0% | -1.8% |
| 5Y | -25.8% | +2.1% | -27.9% | -28.7% |
| All | +81.3% | -26.4% | +107.7% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling