+39.6%
DUK vs LBRT
+116.2%
-76.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.8% |
| 7D | +0.7% | +6.9% | -6.2% | +0.6% |
| 30D | -2.0% | +7.8% | -9.8% | -2.1% |
| 3M | +0.2% | -25.3% | +25.5% | +0.6% |
| 6M | -6.9% | -19.6% | +12.7% | -6.7% |
| YTD | +6.1% | +17.2% | -11.0% | +5.4% |
| 1Y | +4.4% | +114.1% | -109.7% | +1.9% |
| 3Y | +49.1% | +27.0% | +22.1% | +45.8% |
| 5Y | +39.6% | +128.3% | -88.7% | +32.1% |
| All | +39.6% | +116.2% | -76.6% | +32.1% |
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