+93.6%
LBRT vs DGX
+29.3%
+64.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -7.0% |
| 7D | +2.3% | -3.5% | +5.8% | 0.0% |
| 30D | -2.9% | -2.7% | -0.2% | -4.4% |
| 3M | -26.1% | +13.9% | -40.0% | -19.1% |
| 6M | -26.2% | +16.0% | -42.2% | -18.4% |
| YTD | +13.7% | +34.9% | -21.3% | +23.8% |
| 1Y | +93.6% | +30.6% | +63.0% | +121.7% |
| All | +93.6% | +29.3% | +64.3% | +121.7% |
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