+31.4%
LBRT vs DGX
+90.8%
-59.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +9.2% | +1.6% | +7.6% | +9.4% |
| 30D | -27.5% | +11.2% | -38.7% | -26.5% |
| 3M | -37.9% | +10.4% | -48.3% | -37.0% |
| 6M | -60.7% | +37.1% | -97.8% | -59.4% |
| YTD | -28.5% | +52.1% | -80.6% | -26.7% |
| 1Y | -13.2% | +40.7% | -53.9% | -10.6% |
| 3Y | -28.8% | +107.6% | -136.4% | -29.2% |
| All | +31.4% | +90.8% | -59.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling