+128.3%
LBRT vs DTE
+35.6%
+92.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.5% |
| 7D | +6.9% | +0.9% | +6.1% | +6.5% |
| 30D | +7.8% | -1.9% | +9.7% | +8.7% |
| 3M | -25.3% | -3.3% | -21.9% | -24.4% |
| 6M | -19.6% | -7.1% | -12.4% | -17.4% |
| YTD | +17.2% | +8.1% | +9.0% | +10.8% |
| 1Y | +114.1% | +5.3% | +108.8% | +105.0% |
| 3Y | +27.0% | +48.2% | -21.1% | -2.2% |
| 5Y | +128.3% | +33.2% | +95.1% | +91.0% |
| All | +128.3% | +35.6% | +92.7% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling