+87.8%
DT vs LBRT
+0.3%
+87.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +3.1% | +9.2% | -6.1% | +1.9% |
| 30D | -29.5% | -27.5% | -2.0% | -26.9% |
| 3M | -11.7% | -37.9% | +26.2% | -6.9% |
| 6M | +29.0% | -60.7% | +89.7% | +43.2% |
| YTD | +3.4% | -28.5% | +31.9% | +4.4% |
| 1Y | -4.2% | -13.2% | +9.0% | -6.1% |
| 3Y | -12.8% | -28.8% | +15.9% | -15.5% |
| 5Y | -39.6% | +28.0% | -67.5% | -47.6% |
| All | +87.8% | +0.3% | +87.6% | +48.3% |
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