+85.5%
DT vs LBRT
-0.9%
+86.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | -5.4% | -1.9% | -3.5% | -5.3% |
| 30D | -32.2% | -32.0% | -0.2% | -29.1% |
| 3M | -10.9% | -39.7% | +28.8% | -5.7% |
| 6M | +10.0% | -61.1% | +71.0% | +22.2% |
| YTD | +2.1% | -29.4% | +31.5% | +3.3% |
| 1Y | -5.5% | -24.5% | +19.0% | -5.6% |
| 3Y | -12.4% | -28.1% | +15.7% | -15.2% |
| 5Y | -39.7% | +23.9% | -63.6% | -47.5% |
| All | +85.5% | -0.9% | +86.4% | +46.7% |
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 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