+82.3%
DT vs LBRT
-4.1%
+86.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -7.5% | -15.7% | +8.1% | -5.7% |
| 30D | -31.5% | -34.3% | +2.8% | -28.1% |
| 3M | -14.0% | -40.6% | +26.6% | -8.8% |
| 6M | +6.9% | -62.0% | +68.9% | +19.1% |
| YTD | +0.3% | -31.6% | +32.0% | +2.0% |
| 1Y | -6.9% | -25.8% | +18.9% | -6.8% |
| 3Y | -13.9% | -30.4% | +16.5% | -16.3% |
| 5Y | -39.9% | +18.7% | -58.6% | -47.4% |
| All | +82.3% | -4.1% | +86.4% | +44.8% |
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