+22.2%
LBRT vs DVA
+92.8%
-70.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +8.7% | +1.8% | +6.9% | +8.6% |
| 30D | +6.6% | -2.5% | +9.1% | +6.7% |
| 3M | -34.5% | -4.3% | -30.2% | -34.6% |
| 6M | -24.5% | +18.9% | -43.4% | -26.1% |
| YTD | +12.7% | +61.9% | -49.2% | +5.4% |
| 1Y | +94.8% | +35.7% | +59.1% | +87.3% |
| All | +22.2% | +92.8% | -70.6% | +13.9% |
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