-21.5%
LBRT vs DGX
+45.0%
-66.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.5% | -14.7% | -8.6% |
| 7D | -25.3% | +4.1% | -29.4% | -22.8% |
| 30D | -32.9% | +10.5% | -43.4% | -27.4% |
| 3M | -33.3% | +9.8% | -43.1% | -27.9% |
| 6M | -61.0% | +34.6% | -95.5% | -51.3% |
| YTD | -28.0% | +49.8% | -77.8% | -10.2% |
| 1Y | -21.5% | +46.0% | -67.5% | 0.0% |
| All | -21.5% | +45.0% | -66.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling