+4.3%
DT vs LBRT
+100.7%
-96.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.6% |
| 7D | -3.3% | +8.3% | -11.6% | -3.0% |
| 30D | +2.0% | +6.1% | -4.1% | +2.2% |
| 3M | +20.0% | -34.8% | +54.8% | +19.3% |
| 6M | +39.3% | -24.8% | +64.1% | +38.7% |
| YTD | +19.8% | +12.2% | +7.5% | +19.6% |
| 1Y | +4.3% | +94.0% | -89.7% | +5.7% |
| All | +4.3% | +100.7% | -96.4% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling