+108.9%
LBRT vs DOC
-24.5%
+133.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +8.3% | -1.5% | +9.7% | +8.8% |
| 30D | +6.1% | -4.8% | +10.9% | +7.6% |
| 3M | -34.8% | +6.9% | -41.6% | -36.8% |
| 6M | -24.8% | +20.7% | -45.6% | -31.2% |
| YTD | +12.2% | +34.1% | -21.9% | -2.9% |
| 1Y | +94.0% | +22.6% | +71.3% | +74.9% |
| 3Y | +31.3% | +20.8% | +10.4% | +18.5% |
| All | +108.9% | -24.5% | +133.4% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling