+565.4%
EAT vs LBRT
+33.5%
+531.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | 0.0% | +8.7% | -8.7% | -2.1% |
| 30D | +1.9% | +6.6% | -4.7% | 0.0% |
| 3M | +68.7% | -34.5% | +103.1% | +83.8% |
| 6M | +66.9% | -24.5% | +91.4% | +72.7% |
| YTD | +60.4% | +12.7% | +47.7% | +47.9% |
| 1Y | +44.0% | +94.8% | -50.8% | +10.2% |
| 3Y | +604.7% | +31.9% | +572.8% | +466.2% |
| 5Y | +347.0% | +111.8% | +235.2% | +179.7% |
| All | +565.4% | +33.5% | +531.9% | +167.4% |
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