-22.5%
LBRT vs DAR
+173.7%
-196.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +6.0% |
| 7D | -29.1% | -9.9% | -19.2% | -24.0% |
| 30D | -38.4% | -16.4% | -22.0% | -31.0% |
| 3M | -40.1% | -17.1% | -23.0% | -32.8% |
| 6M | -62.9% | -20.5% | -42.4% | -57.4% |
| YTD | -34.5% | +39.4% | -73.9% | -46.6% |
| 1Y | -30.2% | +57.2% | -87.4% | -47.3% |
| 3Y | -37.5% | +13.9% | -51.3% | -47.5% |
| 5Y | +7.6% | -40.8% | +48.4% | +33.4% |
| All | -22.5% | +173.7% | -196.1% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling