+182.8%
DRI vs LBRT
+33.5%
+149.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +0.6% | +8.3% | -7.7% | -0.7% |
| 30D | +3.8% | +6.1% | -2.3% | +2.7% |
| 3M | +13.0% | -34.8% | +47.8% | +19.7% |
| 6M | +8.3% | -24.8% | +33.1% | +11.2% |
| YTD | +20.6% | +12.2% | +8.4% | +14.8% |
| 1Y | +6.5% | +94.0% | -87.5% | -9.8% |
| 3Y | +53.7% | +31.3% | +22.4% | +33.5% |
| 5Y | +72.7% | +111.8% | -39.2% | +26.5% |
| All | +182.8% | +33.5% | +149.3% | +43.9% |
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