-16.2%
LBRT vs DVA
+122.5%
-138.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +1.7% |
| 7D | +13.8% | -10.7% | +24.5% | +17.5% |
| 30D | -32.4% | -4.4% | -28.0% | -32.1% |
| 3M | -39.9% | -4.1% | -35.8% | -39.9% |
| 6M | -60.8% | -13.2% | -47.6% | -60.2% |
| YTD | -29.3% | +53.2% | -82.5% | -43.4% |
| 1Y | -18.9% | +40.8% | -59.7% | -33.0% |
| 3Y | -28.0% | +109.7% | -137.7% | -52.3% |
| 5Y | +26.6% | +64.5% | -37.9% | -13.9% |
| All | -16.2% | +122.5% | -138.7% | -57.3% |
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