+489.9%
EAT vs LBRT
-38.0%
+527.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.2% | -3.3% |
| 7D | -2.6% | -29.1% | +26.5% | 0.0% |
| 30D | +11.5% | -38.4% | +49.9% | +15.8% |
| 3M | -9.1% | -40.1% | +30.9% | -5.5% |
| 6M | +40.4% | -62.9% | +103.3% | +52.2% |
| YTD | +43.9% | -34.5% | +78.5% | +43.0% |
| 1Y | +101.9% | -30.2% | +132.2% | +98.0% |
| 3Y | +489.9% | -37.5% | +527.3% | +489.4% |
| All | +489.9% | -38.0% | +527.9% | +489.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling