-19.0%
LBRT vs DAR
+181.2%
-200.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.3% |
| 7D | -15.7% | -3.8% | -11.8% | -13.2% |
| 30D | -34.3% | -14.4% | -19.8% | -27.1% |
| 3M | -40.6% | -17.9% | -22.7% | -32.9% |
| 6M | -62.0% | -18.3% | -43.7% | -57.1% |
| YTD | -31.6% | +43.2% | -74.9% | -45.1% |
| 1Y | -25.8% | +57.7% | -83.5% | -44.0% |
| 3Y | -30.4% | +22.7% | -53.1% | -44.4% |
| 5Y | +18.7% | -34.0% | +52.7% | +35.8% |
| All | -19.0% | +181.2% | -200.2% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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