+26.6%
LBRT vs DTE
+46.1%
-19.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +13.8% | +3.2% | +10.6% | +12.3% |
| 30D | -32.4% | +8.5% | -40.9% | -34.9% |
| 3M | -39.9% | +1.3% | -41.2% | -40.3% |
| 6M | -60.8% | -0.7% | -60.1% | -60.9% |
| YTD | -29.3% | +10.6% | -39.9% | -33.9% |
| 1Y | -18.9% | +2.6% | -21.5% | -21.0% |
| 3Y | -28.0% | +56.5% | -84.5% | -46.3% |
| 5Y | +26.6% | +46.7% | -20.2% | -2.7% |
| All | +26.6% | +46.1% | -19.5% | -2.7% |
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