-37.5%
LBRT vs DAR
+11.9%
-49.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.8% |
| 7D | -29.1% | -9.9% | -19.2% | -25.3% |
| 30D | -38.4% | -16.4% | -22.0% | -32.9% |
| 3M | -40.1% | -17.1% | -23.0% | -34.7% |
| 6M | -62.9% | -20.5% | -42.4% | -58.8% |
| YTD | -34.5% | +39.4% | -73.9% | -42.3% |
| 1Y | -30.2% | +57.2% | -87.4% | -41.4% |
| 3Y | -37.5% | +13.9% | -51.3% | -46.7% |
| All | -37.5% | +11.9% | -49.3% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling