-26.8%
LBRT vs DVA
+118.6%
-145.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +8.1% |
| 7D | -11.9% | -0.1% | -11.8% | -12.0% |
| 30D | -31.9% | +3.5% | -35.5% | -32.1% |
| 3M | -34.9% | +1.0% | -35.8% | -34.9% |
| 6M | -60.7% | -6.6% | -54.1% | -60.7% |
| YTD | -29.2% | +63.3% | -92.5% | -34.9% |
| 1Y | -23.6% | +50.0% | -73.6% | -28.5% |
| 3Y | -26.8% | +120.1% | -146.9% | -42.4% |
| All | -26.8% | +118.6% | -145.5% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling