+123.5%
LBRT vs DVA
+36.0%
+87.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +3.3% |
| 7D | +10.2% | +2.0% | +8.2% | +10.5% |
| 30D | +4.9% | -0.4% | +5.2% | +4.9% |
| 3M | -21.2% | -7.7% | -13.6% | -21.5% |
| 6M | -19.9% | +20.0% | -39.9% | -17.4% |
| YTD | +20.8% | +61.1% | -40.3% | +25.8% |
| 1Y | +123.5% | +33.9% | +89.7% | +126.4% |
| All | +123.5% | +36.0% | +87.5% | +126.4% |
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