+43.0%
LBRT vs DTE
+102.6%
-59.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.7% |
| 7D | +10.2% | 0.0% | +10.2% | +10.2% |
| 30D | +4.9% | -0.5% | +5.4% | +5.2% |
| 3M | -21.2% | -6.0% | -15.2% | -18.2% |
| 6M | -19.9% | -7.2% | -12.7% | -16.8% |
| YTD | +20.8% | +7.2% | +13.6% | +12.7% |
| 1Y | +123.5% | +4.1% | +119.5% | +112.6% |
| 3Y | +30.9% | +46.9% | -15.9% | -6.4% |
| 5Y | +136.3% | +32.9% | +103.4% | +81.2% |
| All | +43.0% | +102.6% | -59.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling