+33.5%
LBRT vs DOC
+34.4%
-0.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +8.3% | -1.5% | +9.7% | +8.9% |
| 30D | +6.1% | -4.8% | +10.9% | +8.0% |
| 3M | -34.8% | +6.9% | -41.6% | -37.3% |
| 6M | -24.8% | +20.7% | -45.6% | -32.8% |
| YTD | +12.2% | +34.1% | -21.9% | -5.4% |
| 1Y | +94.0% | +22.6% | +71.3% | +70.6% |
| 3Y | +31.3% | +20.8% | +10.4% | +14.1% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling