-16.2%
LBRT vs DTE
+109.1%
-125.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +13.8% | +3.2% | +10.6% | +11.5% |
| 30D | -32.4% | +8.5% | -40.9% | -36.2% |
| 3M | -39.9% | +1.3% | -41.2% | -40.6% |
| 6M | -60.8% | -0.7% | -60.1% | -61.1% |
| YTD | -29.3% | +10.6% | -39.9% | -35.6% |
| 1Y | -18.9% | +2.6% | -21.5% | -22.1% |
| 3Y | -28.0% | +56.5% | -84.5% | -50.8% |
| 5Y | +26.6% | +46.7% | -20.2% | -10.2% |
| All | -16.2% | +109.1% | -125.4% | -52.2% |
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