+131.5%
DUK vs LBRT
-19.0%
+150.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.8% |
| 7D | +1.9% | -15.7% | +17.6% | +2.4% |
| 30D | +10.5% | -34.3% | +44.8% | +12.0% |
| 3M | +7.3% | -40.6% | +48.0% | +9.1% |
| 6M | +5.7% | -62.0% | +67.7% | +9.0% |
| YTD | +12.9% | -31.6% | +44.5% | +13.4% |
| 1Y | +8.6% | -25.8% | +34.4% | +8.5% |
| 3Y | +63.5% | -30.4% | +93.9% | +61.6% |
| 5Y | +52.4% | +18.7% | +33.7% | +44.3% |
| All | +131.5% | -19.0% | +150.5% | +81.8% |
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