+464.1%
EAT vs LBRT
-19.0%
+483.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.3% |
| 7D | -5.9% | -15.7% | +9.8% | -2.6% |
| 30D | +0.7% | -34.3% | +34.9% | +10.3% |
| 3M | -14.2% | -40.6% | +26.4% | -4.2% |
| 6M | +40.7% | -62.0% | +102.7% | +72.3% |
| YTD | +36.0% | -31.6% | +67.6% | +39.5% |
| 1Y | +83.1% | -25.8% | +108.8% | +82.4% |
| 3Y | +474.8% | -30.4% | +505.2% | +439.3% |
| 5Y | +347.6% | +18.7% | +328.9% | +225.4% |
| All | +464.1% | -19.0% | +483.1% | +152.3% |
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