+128.3%
LBRT vs DVA
+38.1%
+90.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.1% | +4.2% |
| 7D | +6.9% | +2.2% | +4.7% | +6.6% |
| 30D | +7.8% | -2.0% | +9.8% | +8.0% |
| 3M | -25.3% | -6.3% | -19.0% | -25.2% |
| 6M | -19.6% | +19.4% | -39.0% | -23.0% |
| YTD | +17.2% | +58.5% | -41.3% | +5.1% |
| 1Y | +114.1% | +33.9% | +80.2% | +98.8% |
| 3Y | +27.0% | +88.4% | -61.4% | +7.3% |
| 5Y | +128.3% | +39.5% | +88.8% | +145.2% |
| All | +128.3% | +38.1% | +90.2% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling