+110.8%
EAT vs LBRT
-25.0%
+135.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.2% | +17.5% | +5.8% |
| 7D | -0.1% | -25.3% | +25.2% | -1.1% |
| 30D | +13.5% | -32.9% | +46.4% | +11.7% |
| 3M | +1.0% | -33.3% | +34.3% | -0.4% |
| 6M | +57.3% | -61.0% | +118.2% | +50.8% |
| YTD | +53.6% | -28.0% | +81.6% | +50.7% |
| 1Y | +110.8% | -21.5% | +132.3% | +116.2% |
| All | +110.8% | -25.0% | +135.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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