+33.5%
LBRT vs DTE
+102.6%
-69.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.0% |
| 7D | +8.7% | +0.2% | +8.6% | +8.6% |
| 30D | +6.6% | -2.6% | +9.2% | +8.4% |
| 3M | -34.5% | -3.9% | -30.6% | -33.2% |
| 6M | -24.5% | -7.9% | -16.6% | -21.1% |
| YTD | +12.7% | +7.2% | +5.5% | +5.2% |
| 1Y | +94.8% | +3.1% | +91.8% | +86.6% |
| 3Y | +31.9% | +47.6% | -15.7% | -6.2% |
| 5Y | +111.8% | +32.7% | +79.1% | +62.5% |
| All | +33.5% | +102.6% | -69.1% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling