+119.6%
DVN vs LBRT
+116.2%
+3.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -1.0% |
| 7D | -1.3% | +6.9% | -8.3% | -4.2% |
| 30D | +12.6% | +7.8% | +4.8% | +8.5% |
| 3M | +8.1% | -25.3% | +33.4% | +19.5% |
| 6M | +10.2% | -19.6% | +29.7% | +16.3% |
| YTD | +33.8% | +17.2% | +16.6% | +15.4% |
| 1Y | +43.9% | +114.1% | -70.2% | -14.3% |
| 3Y | +1.7% | +27.0% | -25.3% | -26.3% |
| 5Y | +119.6% | +128.3% | -8.7% | +1.4% |
| All | +119.6% | +116.2% | +3.4% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling