+1.3%
DVN vs LBRT
+21.3%
-20.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.0% |
| 7D | +1.5% | +8.7% | -7.2% | -1.2% |
| 30D | +14.2% | +6.6% | +7.6% | +11.6% |
| 3M | +5.2% | -34.5% | +39.7% | +18.8% |
| 6M | +11.9% | -24.5% | +36.4% | +19.5% |
| YTD | +32.8% | +12.7% | +20.1% | +20.7% |
| 1Y | +38.6% | +94.8% | -56.3% | -4.3% |
| All | +1.3% | +21.3% | -20.0% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling