+115.8%
DUK vs LBRT
+33.5%
+82.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | 0.0% | +8.7% | -8.8% | -0.3% |
| 30D | -1.7% | +6.6% | -8.3% | -2.0% |
| 3M | -0.4% | -34.5% | +34.0% | +1.0% |
| 6M | -7.2% | -24.5% | +17.2% | -6.6% |
| YTD | +5.3% | +12.7% | -7.5% | +4.0% |
| 1Y | +3.0% | +94.8% | -91.9% | -1.1% |
| 3Y | +53.1% | +31.9% | +21.2% | +47.6% |
| 5Y | +37.9% | +111.8% | -73.9% | +27.7% |
| All | +115.8% | +33.5% | +82.4% | +66.8% |
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