-16.4%
LBRT vs DVA
+134.5%
-150.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +2.6% |
| 7D | -1.9% | -4.8% | +2.9% | -0.6% |
| 30D | -32.0% | +0.9% | -33.0% | -32.8% |
| 3M | -39.7% | +2.9% | -42.6% | -40.9% |
| 6M | -61.1% | -7.8% | -53.3% | -61.1% |
| YTD | -29.4% | +61.5% | -90.9% | -44.3% |
| 1Y | -24.5% | +50.1% | -74.5% | -38.8% |
| 3Y | -28.1% | +121.1% | -149.2% | -53.1% |
| 5Y | +23.9% | +72.9% | -49.0% | -16.8% |
| All | -16.4% | +134.5% | -150.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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