+82.1%
DT vs LBRT
-8.2%
+90.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.3% |
| 7D | -24.7% | -29.1% | +4.4% | -21.5% |
| 30D | -27.4% | -38.4% | +11.0% | -23.1% |
| 3M | -11.1% | -40.1% | +28.9% | -5.8% |
| 6M | +13.7% | -62.9% | +76.6% | +27.1% |
| YTD | +0.2% | -34.5% | +34.8% | +2.4% |
| 1Y | -5.7% | -30.2% | +24.5% | -4.8% |
| 3Y | -8.1% | -37.5% | +29.3% | -9.4% |
| 5Y | -43.1% | +7.6% | -50.7% | -49.5% |
| All | +82.1% | -8.2% | +90.3% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling