+480.2%
EAT vs LBRT
-16.4%
+496.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.1% |
| 7D | -8.9% | -1.9% | -7.0% | -8.8% |
| 30D | +3.4% | -32.0% | +35.4% | +12.4% |
| 3M | -9.3% | -39.7% | +30.3% | +0.9% |
| 6M | +43.8% | -61.1% | +104.9% | +75.0% |
| YTD | +39.9% | -29.4% | +69.2% | +42.4% |
| 1Y | +89.7% | -24.5% | +114.2% | +88.3% |
| 3Y | +491.3% | -28.1% | +519.3% | +450.4% |
| 5Y | +365.4% | +23.9% | +341.5% | +234.6% |
| All | +480.2% | -16.4% | +496.6% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling