+497.1%
EAT vs LBRT
-22.5%
+519.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.2% | -4.2% |
| 7D | -2.6% | -29.1% | +26.5% | +5.0% |
| 30D | +11.5% | -38.4% | +49.9% | +24.1% |
| 3M | -9.1% | -40.1% | +30.9% | +1.3% |
| 6M | +40.4% | -62.9% | +103.3% | +72.8% |
| YTD | +43.9% | -34.5% | +78.5% | +49.4% |
| 1Y | +101.9% | -30.2% | +132.2% | +104.6% |
| 3Y | +489.9% | -37.5% | +527.3% | +470.6% |
| 5Y | +362.6% | +7.6% | +355.0% | +246.4% |
| All | +497.1% | -22.5% | +519.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling