+49.7%
DVN vs LBRT
-16.4%
+66.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +2.0% |
| 7D | +1.9% | -1.9% | +3.8% | +1.9% |
| 30D | -8.2% | -32.0% | +23.8% | +8.3% |
| 3M | -0.3% | -39.7% | +39.3% | +23.1% |
| 6M | -2.5% | -61.1% | +58.6% | +43.8% |
| YTD | +25.0% | -29.4% | +54.4% | +33.0% |
| 1Y | +31.1% | -24.5% | +55.6% | +33.2% |
| 3Y | +8.7% | -28.1% | +36.8% | +1.4% |
| 5Y | +33.3% | +23.9% | +9.4% | -10.5% |
| All | +49.7% | -16.4% | +66.0% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling