+27.0%
LBRT vs DTE
+48.7%
-21.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.7% |
| 7D | +6.9% | +0.9% | +6.1% | +6.7% |
| 30D | +7.8% | -1.9% | +9.7% | +8.3% |
| 3M | -25.3% | -3.3% | -21.9% | -24.7% |
| 6M | -19.6% | -7.1% | -12.4% | -18.2% |
| YTD | +17.2% | +8.1% | +9.0% | +12.4% |
| 1Y | +114.1% | +5.3% | +108.8% | +107.3% |
| 3Y | +27.0% | +48.2% | -21.1% | +7.3% |
| All | +27.0% | +48.7% | -21.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling