+457.0%
DXCM vs LBRT
-16.2%
+473.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.5% |
| 7D | -4.4% | -11.9% | +7.6% | -3.7% |
| 30D | -3.6% | -31.9% | +28.3% | -1.4% |
| 3M | -4.3% | -34.9% | +30.5% | -2.0% |
| 6M | +33.8% | -60.7% | +94.4% | +41.6% |
| YTD | +22.1% | -29.2% | +51.4% | +22.8% |
| 1Y | +47.4% | -23.6% | +71.0% | +47.1% |
| 3Y | -12.3% | -26.8% | +14.6% | -14.3% |
| 5Y | -49.1% | +16.3% | -65.4% | -52.6% |
| All | +457.0% | -16.2% | +473.2% | +375.4% |
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