-24.5%
LBRT vs DVA
+52.1%
-76.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +3.7% |
| 7D | -1.9% | -4.8% | +2.9% | -2.6% |
| 30D | -32.0% | +0.9% | -33.0% | -31.7% |
| 3M | -39.7% | +2.9% | -42.6% | -39.2% |
| 6M | -61.1% | -7.8% | -53.3% | -61.0% |
| YTD | -29.4% | +61.5% | -90.9% | -27.0% |
| 1Y | -24.5% | +50.1% | -74.5% | -22.8% |
| All | -24.5% | +52.1% | -76.6% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling