+140.9%
ECL vs LBRT
-22.5%
+163.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.2% |
| 7D | -0.8% | -29.1% | +28.4% | +2.4% |
| 30D | +8.1% | -38.4% | +46.5% | +13.0% |
| 3M | +6.4% | -40.1% | +46.4% | +11.2% |
| 6M | +14.8% | -62.9% | +77.7% | +25.4% |
| YTD | +15.5% | -34.5% | +50.0% | +17.3% |
| 1Y | +20.1% | -30.2% | +50.3% | +20.8% |
| 3Y | +77.8% | -37.5% | +115.2% | +74.4% |
| 5Y | +37.9% | +7.6% | +30.3% | +20.7% |
| All | +140.9% | -22.5% | +163.4% | +66.4% |
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