-26.7%
DT vs LBRT
+115.1%
-141.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -3.3% | +8.7% | -12.0% | -4.3% |
| 30D | +2.0% | +6.6% | -4.6% | +1.0% |
| 3M | +20.0% | -34.5% | +54.5% | +26.0% |
| 6M | +39.3% | -24.5% | +63.8% | +42.4% |
| YTD | +19.8% | +12.7% | +7.0% | +14.1% |
| 1Y | +4.3% | +94.8% | -90.6% | -11.1% |
| 3Y | +7.7% | +31.9% | -24.2% | -6.1% |
| All | -26.7% | +115.1% | -141.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling