+33.5%
LBRT vs DOC
+34.4%
-0.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | +8.7% | -1.5% | +10.2% | +9.4% |
| 30D | +6.6% | -4.8% | +11.4% | +8.5% |
| 3M | -34.5% | +6.9% | -41.4% | -37.0% |
| 6M | -24.5% | +20.7% | -45.2% | -32.5% |
| YTD | +12.7% | +34.1% | -21.4% | -4.9% |
| 1Y | +94.8% | +22.6% | +72.2% | +71.4% |
| 3Y | +31.9% | +20.8% | +11.0% | +14.6% |
| 5Y | +111.8% | -24.9% | +136.7% | +133.9% |
| All | +33.5% | +34.4% | -0.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded DOC 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling