+634.4%
EAT vs LBRT
+25.4%
+608.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | 0.0% | +8.3% | -8.2% | -0.7% |
| 30D | +1.9% | +6.1% | -4.3% | +1.3% |
| 3M | +68.7% | -34.8% | +103.4% | +75.0% |
| 6M | +66.9% | -24.8% | +91.7% | +69.0% |
| YTD | +60.4% | +12.2% | +48.2% | +53.0% |
| 1Y | +44.0% | +94.0% | -50.0% | +22.1% |
| All | +634.4% | +25.4% | +608.9% | +583.8% |
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