+46.4%
DRAM vs LBRT
-54.8%
+101.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.0% |
| 7D | -14.7% | -15.7% | +1.0% | -7.3% |
| 30D | -28.9% | -34.3% | +5.3% | -14.5% |
| 3M | -18.1% | -40.6% | +22.6% | +2.7% |
| 6M | -23.0% | -62.0% | +39.0% | +12.9% |
| All | +46.4% | -54.8% | +101.2% | +124.8% |
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