-8.1%
DT vs LBRT
-38.0%
+29.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.0% |
| 7D | -24.7% | -29.1% | +4.4% | -22.8% |
| 30D | -27.4% | -38.4% | +11.0% | -24.9% |
| 3M | -11.1% | -40.1% | +28.9% | -8.1% |
| 6M | +13.7% | -62.9% | +76.6% | +22.1% |
| YTD | +0.2% | -34.5% | +34.8% | +0.1% |
| 1Y | -5.7% | -30.2% | +24.5% | -6.9% |
| 3Y | -8.1% | -37.5% | +29.3% | -10.7% |
| All | -8.1% | -38.0% | +29.9% | -10.7% |
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 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