+62.0%
DVN vs LBRT
+43.0%
+19.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | -0.3% |
| 7D | -0.1% | +10.2% | -10.3% | -4.7% |
| 30D | +8.0% | +4.9% | +3.1% | +5.0% |
| 3M | +11.9% | -21.2% | +33.2% | +21.3% |
| 6M | +10.6% | -19.9% | +30.6% | +17.4% |
| YTD | +35.4% | +20.8% | +14.6% | +14.3% |
| 1Y | +46.5% | +123.5% | -77.1% | -15.0% |
| 3Y | +3.0% | +30.9% | -28.0% | -26.5% |
| 5Y | +120.5% | +136.3% | -15.8% | +9.8% |
| All | +62.0% | +43.0% | +19.0% | -26.4% |
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