+41.2%
DVN vs LBRT
-16.2%
+57.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.7% | -3.4% |
| 7D | -12.8% | -11.9% | -0.9% | -8.2% |
| 30D | -12.1% | -31.9% | +19.8% | +3.6% |
| 3M | -0.7% | -34.9% | +34.2% | +18.3% |
| 6M | -5.8% | -60.7% | +54.9% | +38.4% |
| YTD | +17.9% | -29.2% | +47.2% | +25.4% |
| 1Y | +29.0% | -23.6% | +52.6% | +30.5% |
| 3Y | +6.0% | -26.8% | +32.8% | -2.0% |
| 5Y | +22.1% | +16.3% | +5.8% | -15.3% |
| All | +41.2% | -16.2% | +57.4% | -19.2% |
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