+199.6%
DRI vs LBRT
-16.2%
+215.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.3% | +13.8% | -14.2% | -2.4% |
| 30D | +10.8% | -32.4% | +43.2% | +16.8% |
| 3M | +0.9% | -39.9% | +40.8% | +7.9% |
| 6M | +16.3% | -60.8% | +77.2% | +31.8% |
| YTD | +27.8% | -29.3% | +57.0% | +29.2% |
| 1Y | +33.9% | -18.9% | +52.7% | +31.7% |
| 3Y | +67.2% | -28.0% | +95.2% | +59.2% |
| 5Y | +79.0% | +26.6% | +52.4% | +42.4% |
| All | +199.6% | -16.2% | +215.8% | +62.2% |
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