+8.5%
DT vs LBRT
+26.0%
-17.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -3.3% | +8.7% | -12.0% | -3.9% |
| 30D | +2.0% | +6.6% | -4.6% | +1.4% |
| 3M | +20.0% | -34.5% | +54.5% | +24.0% |
| 6M | +39.3% | -24.5% | +63.8% | +41.3% |
| YTD | +19.8% | +12.7% | +7.0% | +15.4% |
| 1Y | +4.3% | +94.8% | -90.6% | -8.3% |
| All | +8.5% | +26.0% | -17.4% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling