-3.4%
DT vs LBRT
-23.3%
+19.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.7% | +13.8% | -11.1% | +2.9% |
| 30D | -30.4% | -32.4% | +2.0% | -31.6% |
| 3M | -9.4% | -39.9% | +30.5% | -11.7% |
| 6M | +14.5% | -60.8% | +75.3% | +10.0% |
| YTD | +3.6% | -29.3% | +32.9% | +3.2% |
| 1Y | -3.4% | -18.9% | +15.4% | -7.4% |
| All | -3.4% | -23.3% | +19.8% | -7.4% |
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