+197.5%
DRI vs LBRT
-22.5%
+220.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.8% |
| 7D | +2.8% | -29.1% | +32.0% | +7.8% |
| 30D | +13.3% | -38.4% | +51.6% | +21.1% |
| 3M | +8.2% | -40.1% | +48.2% | +15.7% |
| 6M | +17.5% | -62.9% | +80.4% | +34.3% |
| YTD | +26.9% | -34.5% | +61.4% | +30.0% |
| 1Y | +31.6% | -30.2% | +61.8% | +32.7% |
| 3Y | +67.0% | -37.5% | +104.4% | +62.9% |
| 5Y | +72.9% | +7.6% | +65.3% | +41.9% |
| All | +197.5% | -22.5% | +220.0% | +63.1% |
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