+33.5%
LBRT vs DGX
+179.2%
-145.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +8.7% | -2.3% | +11.0% | +9.2% |
| 30D | +6.6% | +0.6% | +6.1% | +6.4% |
| 3M | -34.5% | +21.4% | -55.9% | -38.1% |
| 6M | -24.5% | +14.7% | -39.2% | -27.7% |
| YTD | +12.7% | +38.4% | -25.7% | +1.6% |
| 1Y | +94.8% | +34.0% | +60.9% | +77.1% |
| 3Y | +31.9% | +92.7% | -60.8% | +3.3% |
| 5Y | +111.8% | +67.7% | +44.1% | +70.4% |
| All | +33.5% | +179.2% | -145.7% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling