-15.3%
LBRT vs DGX
+206.8%
-222.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +9.2% | +1.6% | +7.6% | +8.9% |
| 30D | -27.5% | +11.2% | -38.7% | -29.2% |
| 3M | -37.9% | +10.4% | -48.3% | -39.3% |
| 6M | -60.7% | +37.1% | -97.8% | -63.9% |
| YTD | -28.5% | +52.1% | -80.6% | -36.9% |
| 1Y | -13.2% | +40.7% | -53.9% | -21.6% |
| 3Y | -28.8% | +107.6% | -136.4% | -44.8% |
| 5Y | +28.0% | +90.6% | -62.7% | -0.6% |
| All | -15.3% | +206.8% | -222.1% | -55.1% |
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